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Rainbow trend options : valuation and applications
Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei - In: Review of derivatives research 20 (2017) 2, pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
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A lattice model for option pricing under GARCH-jump processes
Lin, Bing-huei; Hung, Mao-wei; Wang, Jr-yan; Wu, Ping-da - In: Review of derivatives research 16 (2013) 3, pp. 295-329
Persistent link: https://www.econbiz.de/10010222937
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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
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Adaptive placement method on pricing arithmetic average options
Dai, Tian-shyr; Wang, Jr-yan; Wei, Hui-shan - In: Review of derivatives research 11 (2008) 1/2, pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
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The valuation of forward-start rainbow options
Chen, Chun-Ying; Wang, Hsiao-Chuan; Wang, Jr-Yan - In: Review of derivatives research 18 (2015) 2, pp. 145-188
Persistent link: https://www.econbiz.de/10011477296
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Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan - In: Review of derivatives research 11 (2008) 1, pp. 83-118
Persistent link: https://www.econbiz.de/10008173307
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Valuation of vulnerable American options with correlated credit risk
Chang, Lung-Fu; Hung, Mao-Wei - In: Review of derivatives research 9 (2006) 2, pp. 137-166
Persistent link: https://www.econbiz.de/10007795985