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The effects of tax convexity on default and investment decisions Journal article
APPLIED ECONOMICS, 2014,Volume: 46,Issue: 11,Page: 1267-1278
Authors:  Lei, Adrian C. H.;  Yick, Martin H. Y.;  Lam, Keith S. K.
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Contingent-claims Model  Investment Option  Tax Convexity  Growth Option  Default Option  
Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta Journal article
Review of Quantitative Finance and Accounting, 2013,Volume: 41,Issue: 1,Page: 131–147
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
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Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Journal article
Review of Quantitative Finance and Accounting, 2012,Volume: 41,Issue: 1,Page: 131-147
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
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Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity  
The effects of tax convexity on default and investment decisions Conference paper
Proceedings of the FMA 2012 Annual Meeting, Atlanta, USA, 2012-10-17
Authors:  Keith S.K. Lam;  Adrian C.H. Lei;  Martin H.Y. Yick
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Contingent-claims Model  Tax Convexity  Growth Option  Default Option  Investment Option  
The martingale approach for credit-risky exchange option pricing Journal article
Applied Mathematical Sciences, 2008,Volume: 3,Issue: 3,Page: 129-140
Authors:  Deng DING
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Continuous Martingale Representation Theorem  Exchange Option  Girsanov's Theorem  Itô's Formula  
Options to Change Strategy Between Audits in Mortgage Insurance? Conference paper
Proceedings of 12th Asian Real Estate Society Annual Conference, University of Macau, in Macau, China, 2007-07-09
Authors:  Robert Van Order;  Rose Neng Lai
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Values of Mortgages with Top-up Payment Options Journal article
International Journal of Theoretical and Applied Finance, 2006,Volume: 99,Issue: 05,Page: 801-824
Authors:  Rose Neng Lai;  Seow Eng Ong;  Tien Foo Sing
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Negative Equity  Top-up Options  Mortgage Default