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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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A note on the discontinuity problem in Heston's stochastic volatility model
Guo, Jia-hau; Hung, Mao-Wei - In: Applied mathematical finance 14 (2007) 4, pp. 339-345
Persistent link: https://www.econbiz.de/10003543045
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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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Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger - In: Applied mathematical finance 17 (2010) 3/4, pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
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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