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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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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
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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
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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
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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
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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
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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
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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
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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
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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