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Chang, Lung-Fu
Hung, Mao-Wei
128
Hung, Mao-wei
19
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12
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9
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9
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Chang, Lung-fu
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Review of derivatives research
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
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