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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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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
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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
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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/10005709823
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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. 137-166
Persistent link: https://www.econbiz.de/10007795985