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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

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

Analytical valuation of catastrophe equity options with negative exponential jumps

Chang, Lung-fu; Hung, Mao-wei - In: Insurance: Mathematics and Economics 44 (2009) 1, pp. 59-69

A catastrophe put option is valuable in the event that the underlying asset price is below the strike price; in addition, a specified catastrophic event must have happened and influenced the insured company. This paper analyzes the valuation of catastrophe put options under deterministic and...

Persistent link: https://www.econbiz.de/10004973703

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

The investment management for a downside-protected equity-linked annuity under interest rate risk

Han, Nan-Wei; Hung, Mao-Wei - In: Finance research letters 13 (2015), pp. 113-124

Persistent link: https://www.econbiz.de/10011552419

Credit contagion and competitive effects of bond rating downgrades along the supply chain

Chang, Jung-Hsien; Hung, Mao-Wei; Tsai, Feng-Tse - In: Finance research letters 15 (2015), pp. 232-238

Persistent link: https://www.econbiz.de/10011553227

Corporate debt and cash decisions : a nonlinear panel data analysis

Chang, Bi-Juan; Hung, Mao-Wei - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 15-37

Persistent link: https://www.econbiz.de/10012656189

The annuity puzzle and consumption hump under ambiguous life expectancy

Han, Nan-Wei; Hung, Mao-Wei - In: Insurance / Mathematics & economics 100 (2021), pp. 76-88

Persistent link: https://www.econbiz.de/10012622382

The impact of appointment-based CEO connectedness on firms’ performance and profitability

Chien, Yi-Hsin; Hung, Mao-Wei - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012632204

Managerial optimism, CEO retention, and corporate performance: evidence from bankruptcy-filing firms

Hung, Mao-Wei; Tsai, Wen-Hsin - In: Journal of economics and finance : JEF 44 (2020) 3, pp. 506-527

Persistent link: https://www.econbiz.de/10012239224