Concepedia

Yu Wai Lo

YW

2

Publications

104

Citations

2

H-Index

2008

Active since

Affiliations

Chinese University of Hong Kong(Current)

Yu Wai Lo is an author at Chinese University of Hong Kong specializing in multivariate stochastic volatility, option pricing, and asset pricing.

Top concepts

BusinessAsset PricingOption PricingStochastic CalculusMultivariate Stochastic VolatilityFinanceEngineeringStochastic Volatility

Publications per year

2008–2011

2

Publications

2

Option pricing with mean reversion and stochastic volatility

Hoi Ying Wong, Yu Wai Lo · European Journal of Operational Research · 2008 · 88 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +5

Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility

Mei Choi Chiu, Yu Wai Lo, Hoi Ying Wong · Operations Research Letters · 2011 · 16 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +9

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