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Static hedging and pricing Ame...
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Option pricing theory
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Chung, San-lin
Chung, San-Lin
86
Tsai, Wei-Che
45
Shih, Pai-Ta
28
Wang, Yaw-Huei
15
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13
Shackleton, Mark B.
12
Shih, Pai-ta
9
Weng, Pei-Shih
9
Hung, Weifeng
8
Tsai, Wei-che
8
Chang, Chuang-chang
6
Lin, Chih-Yung
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6
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6
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6
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5
Hung, Mao-Wei
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4
Chen, Te-Feng
4
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Lu, Chia-Chi
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Tzeng, Larry Y.
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3
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3
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2
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The journal of futures markets
10
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
3
Insurance / Mathematics & economics
2
Advances in investment analysis and portfolio management : a research annual
1
Applied mathematical finance
1
Jingji-lunwen
1
Journal of empirical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
24
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1
A modified static hedging method for continuous barrier options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10008901292
Saved in:
2
Static hedging and pricing American knock-out options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
Saved in:
3
Static hedging and pricing American knock-in put options
Chung, San-lin
;
Shih, Pai-ta
;
Tsai, Wei-che
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10009675545
Saved in:
4
On the rate of convergence of binomial greeks
Chung, San-lin
;
Hung, Weifeng
;
Lee, Han-hsing
;
Shih, Pai-ta
- In:
The journal of futures markets
31
(
2011
)
6
,
pp. 562-597
Persistent link: https://www.econbiz.de/10009009216
Saved in:
5
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin
;
Tsai, Wei-che
;
Wang, Yaw-huei
;
Weng, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
Saved in:
6
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
7
Pricing American options on foreign assets in a stochastic interest rate economy
Chung, San-lin
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 667-692
Persistent link: https://www.econbiz.de/10001724585
Saved in:
8
CB asset swaps and CB options : structure and pricing
Chung, San-lin
;
Lai, Hsiao-wei
;
Lin, Shu-ying
;
Gang, Shyy
- In:
Jingji-lunwen
32
(
2004
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10002115755
Saved in:
9
Tight bounds on American option prices
Chung, San-lin
;
Hung, Mao-Wei
;
Wang, Jr-yan
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 77-89
Persistent link: https://www.econbiz.de/10003905673
Saved in:
10
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
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