Two rationales behind the ‘buy-and-hold or sell-at-once’strategy SCP Yam, SP Yung, W Zhou Journal of Applied Probability 46 (3), 651-668, 2009 | 25 | 2009 |
Game call options revisited SCP Yam, SP Yung, W Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2014 | 22 | 2014 |
Optimal selling time in stock market over a finite time horizon SCP Yam, SP Yung, W Zhou Acta Mathematicae Applicatae Sinica, English Series 28 (3), 557-570, 2012 | 18 | 2012 |
Callable stock loans CC Siu, SCP Yam, W Zhou Recent Advances in Financial Engineering 2014: Proceedings of the TMU …, 2016 | 10* | 2016 |
A unified “bang-bang” principle with respect to R-invariant performance benchmarks SCP Yam, SP Yung, W Zhou Теория вероятностей и ее применения 57 (2), 405-414, 2012 | 10 | 2012 |
Optimal liquidation of child limit orders SCP Yam, W Zhou Mathematics of Operations Research 42 (2), 517-545, 2017 | 4 | 2017 |
A Unified “Bang-Bang” Principle with Respect to \ccR-Invariant Performance Benchmarks SCP Yam, SP Yung, W Zhou Theory of Probability & Its Applications 57 (2), 357-366, 2013 | 4 | 2013 |
Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities HK Fung, LK Li, SP Yung, W Zhou Risk and Decision Analysis 4 (1), 59-68, 2013 | 1 | 2013 |
Topics in optimal stopping with applications in mathematical finance W Zhou HKU Theses Online (HKUTO), 2011 | | 2011 |