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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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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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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
Cover Image
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