Similar Search Results

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 & economics 44 (2009) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10009517659

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

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 interaction between nonexpected utility and asymmetric market fundamentals

Hung, Mao-Wei - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 325-343

Persistent link: https://www.econbiz.de/10001169029

Capital Flow, Nontradable Consumption and Home Bias

Hung, Mao-wei; Yu, Hsiao-yuan - In: Economics Bulletin 6 (2005) 9, pp. 1-15

This paper analyzes the relationship between net capital flow and home bias puzzle. The model suggests that both capital inflow and potential preference in home assets lead agents to allocate more in domestic and thus s home bias phenomenon. Besides, the more nontradable consumption, the fewer...

Persistent link: https://www.econbiz.de/10008556093

The impact of the EMS on exchange rate predictability

Errunza, Vihang R. - In: Journal of multinational financial management 2 (1993) 3, pp. 73-94

Persistent link: https://www.econbiz.de/10001150043

Regulations, lender identity and bank loan pricing

Chen, Andrew H. - In: Pacific-Basin finance journal 4 (1996) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001204439

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

1
2
3
4
5
6
7
8
Next
Last