Chi-Fai Lo

Available identifiers

zbMath Open lo.chi-faiMaRDI QIDQ356760

List of research outcomes

Publication	Date of Publication	Type
Exactly solvable Fokker-Planck equation with time-dependent nonlinear drift and diffusion coefficients -- the Lie-algebraic approach	2023-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q6104525	2023-06-15	Paper
Quantum Stackelberg-Bertrand duopoly	2023-02-16	Paper
To move first or not to move first?	2023-01-05	Paper
Quantum Stackelberg oligopoly	2022-11-29	Paper
Exact solution of the functional Fokker-Planck equation for cell growth with asymmetric cell division	2022-08-10	Paper
Spectral collapse in mixed Rabi model	2022-08-09	Paper
Spectral collapse in two-mode two-photon Rabi model	2022-01-19	Paper
Stochastic Gompertz model of tumour cell growth	2020-11-11	Paper
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach	2019-01-14	Paper
Comment on ‘Special-case closed form of the Baker–Campbell–Hausdorff formula’	2016-08-09	Paper
Comment on: ``Multi-photon Rabi model: generalized parity and its applications	2016-08-03	Paper
The pricing of basket-spread options	2015-04-23	Paper
A simple derivation of Kirk's approximation for spread options	2015-03-30	Paper
Comment on ‘Initial states of qubit–environment models leading to conserved quantities’	2014-05-16	Paper
Comment on ‘Solving the two-mode squeezed harmonic oscillator and thekth-order harmonic generation in Bargmann–Hilbert spaces’	2014-03-28	Paper
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities	2013-07-26	Paper
Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models	2013-06-14	Paper
The sum and difference of two lognormal random variables	2012-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q3102303	2011-12-03	Paper
Quantum Stackelberg duopoly with incomplete information	2010-09-27	Paper
Exact Time-Dependent Wave Functions of a Confined Time-Dependent Harmonic Oscillator with Two Moving Boundaries	2010-01-27	Paper
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS	2008-09-03	Paper
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary	2008-04-10	Paper
Exact solutions of nonlinear Fokker-Planck equations of the Desai-Zwanzig type	2008-03-25	Paper
Pricing vulnerable European options with stochastic default barriers	2007-12-18	Paper
Quantum Bertrand duopoly with differentiated products	2007-10-08	Paper
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters	2006-12-07	Paper
Modelling suicide risk in later life	2006-10-10	Paper
Exact solutions of the Fokker-Planck equations with moving boundaries	2005-10-24	Paper
EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES	2005-06-22	Paper
Valuation model of defaultable bond values in emerging markets	2004-01-14	Paper
Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms	2003-11-16	Paper
Quantum Stackelberg duopoly	2003-11-02	Paper
CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS	2003-03-18	Paper
Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach	2003-01-13	Paper
A NOTE ON RISKY BOND VALUATION	2001-01-02	Paper
OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS	2001-01-02	Paper
Time evolution of scalar field in spatially flat Robertson-Walker space-time	2000-07-24	Paper
Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser	2000-05-24	Paper
Propagator of the \(n\)-dimensional generalization of the Fokker-Planck equation with a linear force: Lie-algebraic approach	2000-03-08	Paper
Numerical solutions of the unsteady heat equation.	1969-01-01	Paper
Further studies on the elastic stability of curved beams	1967-01-01	Paper
The elastic stability of curved bea ms	1967-01-01	Paper

Research outcomes over time

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