| Valuation of insurers’ contingent capital with counterparty risk and price endogeneity CL Lo, JP Lee, MT Yu Journal of Banking & Finance 37 (12), 5025-5035, 2013 | 29 | 2013 |
| VIX derivatives: Valuation models and empirical evidence CL Lo, PT Shih, YH Wang, MT Yu Pacific-Basin Finance Journal 53, 1-21, 2019 | 16 | 2019 |
| On Moment-Matching Approximations for Asian Options CL Lo, K Palmer, MT Yu Available at SSRN 1957456, 2012 | 16 | 2012 |
| Pricing catastrophe swaps with default risk and stochastic interest rates CL Lo, CW Chang, JP Lee, MT Yu Pacific-Basin Finance Journal 68, 101314, 2021 | 11 | 2021 |
| Options-implied information and the momentum cycle MY Liu, WI Chuang, CL Lo Journal of Financial Markets 53, 100565, 2021 | 6 | 2021 |
| Analytical approximations for American options: the binary power option approach MH Chiang, HH Fu, YT Huang, CL Lo, PT Shih J. Financ. Stud 26, 91-116, 2018 | 6 | 2018 |
| Empirical performance of component GARCH models in pricing VIX term structure and VIX futures HW Cheng, LH Chang, CL Lo, JT Tsai Journal of Empirical Finance 72, 122-142, 2023 | 4 | 2023 |
| Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices HW Cheng, CL Lo, JT Tsai The North American Journal of Economics and Finance 54, 100841, 2020 | 4 | 2020 |
| Modeling underwriting risk: A copula regression analysis on US property-casualty insurance byline loss ratios JT Tsai, CL Lo Pacific-Basin Finance Journal 83, 102206, 2024 | 2 | 2024 |
Dr. Min-Teh YuProfessor, National Tsing Hua University, Taiwan在 nycu.edu.tw 的电子邮件经过验证
