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Option pricing theory
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The journal of futures markets
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8
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1
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
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2
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
3
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
Guo, Jia-hau
;
Hung, Mao-Wei
;
So, Leh-chyan
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 478-493
Persistent link: https://www.econbiz.de/10003827779
Saved in:
4
Pricing foreign equity options under Lévy processes
Huang, Shian-Chang
;
Hung, Mao-Wei
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 917-944
Persistent link: https://www.econbiz.de/10003185552
Saved in:
5
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
Saved in:
6
Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju
;
Duan, Jin-Chuan
;
Hung, Mao-Wei
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
Saved in:
7
Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
Saved in:
8
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:
9
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10006810198
Saved in:
10
Pricing foreign equity options under Lévy processes
Huang, Shian-Chang
;
Hung, Mao-Wei
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 917-944
Persistent link: https://www.econbiz.de/10006811883
Saved in:
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