Statistics
Publications
1
Citations
19
H-Index
1
Active since
2015
Affiliations
Heriot-Watt University(Current)
Hsiao Yen Lok is an author at Heriot-Watt University specializing in stochastic interest rate models, monte carlo estimation, and option pricing.
Publications per year
2015–2015
1
1
CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION
Mark J. Cathcart, Hsiao Yen Lok, Alexander J. McNeil et al. · Astin Bulletin · 2015 · 19 citations
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