Chi-Fai Lo

17 papers Journal 12Unranked 5
YearRankTypeTitle / Venue / Authors
2022 J jnl
Modelling Asymmetric Unemployment Dynamics: The Logarithmic-Harmonic Potential Approach.
Entropy
Cho-Hoi Hui, Chi-Fai Lo, Ho-Yan Ip
2022 J jnl
Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics.
Entropy
Cho-Hoi Hui, Chi-Fai Lo, Chi-Hei Liu
2022 J jnl
Quantum Stackelberg oligopoly.
Quantum Inf. Process.
Chi-Fai Lo, C. F. Yeung
2020 J jnl
Quantum Stackelberg-Bertrand duopoly.
Quantum Inf. Process.
Chi-Fai Lo, C. F. Yeung
2019 J jnl
To move first or not to move first?
Quantum Inf. Process.
Chi-Fai Lo, D. Kiang
2013 J jnl
A simple derivation of Kirk's approximation for spread options.
Appl. Math. Lett.
Chi-Fai Lo
2013 J jnl
Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models.
J. Appl. Math.
Chi-Fai Lo
2012 J jnl
The Sum and Difference of Two Lognormal Random Variables.
J. Appl. Math.
Chi-Fai Lo
2011 J jnl
AlGaN/GaN High Electron Mobility Transistor degradation under on- and off-state stress.
Microelectron. Reliab.
E. A. Douglas, C. Y. Chang, David J. Cheney, B. P. Gila, Chi-Fai Lo, Liu Lu, M. R. Holzworth, Patrick G. Whiting, Kevin S. Jones, Glen David Via, Jinhyung Kim, Soohwan Jang, Fan Ren, Stephen J. Pearton
2010 J jnl
A Modified Stochastic Gompertz Model for Tumour Cell Growth.
Comput. Math. Methods Medicine
Chi-Fai Lo
2009 J jnl
Valuing Time-Dependent CEV Barrier Options.
Adv. Decis. Sci.
Chi-Fai Lo, Hon Man Tang, Ka Chun Ku, Cho-Hoi Hui
2007 — conf
Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options.
World Congress on Engineering
Chi-Fai Lo, T. K. Chung, Cho-Hoi Hui
2007 — conf
Functional Fokker-Planck Equation Approach for a Gompertzian Model of Tumour Cell Growth.
World Congress on Engineering
Chi-Fai Lo
2006 — conf
First Passage Time Density for the Disease Progression of HIV Infected Patients.
IMECS
Chi-Fai Lo
2006 — conf
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model.
ICONIP (1)
Chi-Fai Lo, T. K. Chung
2006 — conf
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model.
ICONIP (1)
Chi-Fai Lo, T. K. Chung
2000 J jnl
Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser.
Finance Stochastics
Cho-Hoi Hui, Chi-Fai Lo, P. H. Yuen