First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. - Chi-Fai Lo; T. K. Chung (ICONIP (1), 2006)

Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options. - Chi-Fai Lo; T. K. Chung; Cho-Hoi Hui (World Congress on Engineering, 2007)