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Option pricing theory
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Hung, Mao-Wei
4
Chang, Lung-Fu
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Guo, Jia-Hau
3
Chang, Lung-fu
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Chang, Lung‐Fu
1
Guo, Jia‐Hau
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Review of derivatives research
2
Insurance / Mathematics & economics
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Journal of Futures Markets
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1
A generalization of option pricing to price-limit markets
Guo, Jia-Hau
;
Chang, Lung-Fu
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 145-161
Persistent link: https://www.econbiz.de/10012229795
Saved in:
2
Repeated Richardson extrapolation and static hedging of barrier options under the CEV model
Guo, Jia‐Hau
;
Chang, Lung‐Fu
- In:
Journal of Futures Markets
40
(
2020
)
6
,
pp. 974-988
Persistent link: https://www.econbiz.de/10012189127
Saved in:
3
Limit hits and informationally-related stocks
Guo, Jia-Hau
;
Chang, Lung-Fu
;
Hung, Mao-Wei
- In:
Journal of financial markets
34
(
2017
),
pp. 31-47
Persistent link: https://www.econbiz.de/10011815035
Saved in:
4
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
5
Analytical valuation of catastrophe equity options with negative exponential jumps
Chang, Lung-fu
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10009517659
Saved in:
6
Valuation of vulnerable American options with correlated credit risk
Chang, Lung-fu
;
Hung, Mao-Wei
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10003608132
Saved in:
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