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> Associate Professor Chi Fai LO
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Professor LO Chi Fai
Personal Information
Position and Department
Associate Professor
,
Department of Physics
ORCiD
0000-0002-2696-6300
CUHK Research Outputs
1 of 4
Exact solution of the functional Fokker-Planck equation for cell growth with asymmetric cell division
(
2019
)
Machiavellianism and Intimacy Attitudes in the Interpersonal Relationships
(
2019
)
To move first or not to move first?
(
2019
)
A simple explanation of biased movements of renminbi exchange rate
(
2018
)
Critically discuss the effects of sleep on long-term memory
(
2018
)
Critically discuss the revival of leptin for obesity therapy
(
2018
)
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
(
2018
)
Probabilistic approach to measuring early-warning signals of systemic contagion risk
(
2018
)
Can Exchange Rate Dynamics in Krugman's Target-zone Model be Directly Tested?
(
2017
)
Dynamics of Market Anomalies and Measurement Errors of Risk-free Interest Rates
(
2017
)
Exchange rate dynamics under a currency board when policy rates are zero
(
2017
)
Is There a Relationship between High IQ Scores and Positive Life Outcomes? A Critical Review
(
2017
)
Stress and Coping Strategies among University Freshmen in Hong Kong: Validation of the Coping Strategy Indicator
(
2017
)
Comment on 'Special-case closed form of the Baker-Campbell-Hausdorff formula'
(
2016
)
Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets
(
2016
)
Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets
(
2016
)
Measuring Contagion-induced Funding Liquidity Risk in Sovereign Debt Market
(
2016
)
Pricing corporate bonds with interest rates following double square-root process
(
2016
)
Swiss franc's one-sided target zone during 2011-2015
(
2016
)
Accurate Closed-form Approximation for Pricing Mean-reverting CEV Basket Options
(
2015
)
Accurate Operator Splitting Approximation for Pricing CEV Spread Options
(
2015
)
Accurate Operator Splitting Approximation for Pricing Discretely-sampled Arithmetic Asian Options for CEV Underlyings
(
2015
)
Analytical Operator Splitting Approximation for Pricing CEV Spread Options
(
2015
)
A Quasi-bounded Model for Swiss Franc's One-sided Target Zone During 2011-2015
(
2015
)
A quasi-bounded target zone model - Theory and application to Hong Kong dollar
(
2015
)
Measuring Contagion-induced Funding Liquidity Risk in Sovereign Debt Markets
(
2015
)
Pricing Basket Options for Mean-reverting CEV Underlyings by Analytical Operator Splitting Method
(
2015
)
Pricing CEV Spread Options by the Lie-Trotter Operator Splitting Method
(
2015
)
Pricing Spread Options by the Operator Splitting Method
(
2015
)
A classical simulation of nonlinear Jaynes-Cummings and Rabi models in photonic lattices: comment
(
2014
)
A Simple Generalization of Kirk's Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
(
2014
)
Comment on 'Initial states of qubit-environment models leading to conserved quantities'
(
2014
)
Comment on: "Multi-photon Rabi model: Generalized parity and its applications" by B. Gardas and J. Dajka [Phys. Lett. A 377 (2013) 3205]
(
2014
)
Comment on 'Solving the two-mode squeezed harmonic oscillator and the k th-order harmonic generation in Bargmann-Hilbert spaces'
(
2014
)
Pricing dual spread options by the Lie-Trotter operator splitting method
(
2014
)
The pricing of basket-spread options
(
2014
)
The two-mode multi-photon intensity-dependent Rabi model
(
2014
)
Valuing multi-asset spread options by the Lie-Trotter operator splitting method
(
2014
)
A simple derivation of Kirk's approximation for spread options
(
2013
)
Credit Portfolio Correlations with Dynamic Leverage Ratios
(
2013
)
Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models
(
2013
)
Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
(
2013
)
The sum and difference of two constant elasticity of variance stochastic variables
(
2013
)
Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities
(
2013
)
WKB approximation for the sum of two correlated lognormal random variables
(
2013
)
A Closed-form Approximation for Valuing Spread Options
(
2012
)
A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar
(
2012
)
Are Exchange Rates Bounded in Target Zones? – The Case of Hong Kong Dollar
(
2012
)
A simple analytical model for dynamics of time-varying target leverage ratios
(
2012
)
Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
(
2012
)
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