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Valuation of vulnerable Americ...
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ECONIS (ZBW)
RePEc
38
OLC EcoSci
36
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1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
An intertemporal international asset pricing model : theory and empirical evidence
Chang, Jow-ran
;
Errunza, Vihang R.
;
Hogan, Kedreth C.
; …
- In:
European financial management : the journal of the …
11
(
2005
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003061712
Saved in:
8
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:
9
Estimated inflation rate, consumption and portfolio decision
Han, Nan-Wei
;
Hung, Mao-Wei
- In:
Economics letters
92
(
2006
)
3
,
pp. 402-408
Persistent link: https://www.econbiz.de/10003373551
Saved in:
10
On the currency effect to home bias puzzle
Hung, Mao-Wei
;
Lo, Mei-lan
;
Yu, Hsiao-yuan
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 815-821
Persistent link: https://www.econbiz.de/10003996933
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