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Pricing survivor swaps with mortality jumps and default risk

Chang, Chuang-chang; chen, Chih-chan; Tsay, Min-hung - In: Jingji-lunwen 38 (2010) 2, pp. 119-156

Persistent link: https://www.econbiz.de/10008688865

A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates

Chang, Chuang-chang; Tsay, Min-Hung; Lin, Jun-Biao - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 92-99

Persistent link: https://www.econbiz.de/10012034430

Axiomatic and strategic justifications for the constrained equal benefits rule in the airport problem

Hu, Cheng-cheng; Tsay, Min-hung; Yeh, Chun-hsien - In: Games and economic behavior 75 (2012) 1, pp. 185-197

Persistent link: https://www.econbiz.de/10009620385

Strategic justifications of the TAL family of rules for bankruptcy problems

Moreno-Ternero, Juan D.; Tsay, Min-Hung; Yeh, Chun-hsien - In: International journal of economic theory 18 (2022) 1, pp. 92-102

Persistent link: https://www.econbiz.de/10013161979

Relations among the central rules in bankruptcy problems : a strategic perspective

Tsay, Min-Hung; Yeh, Chun-hsien - In: Games and economic behavior 113 (2019), pp. 515-532

Persistent link: https://www.econbiz.de/10012174528

A strategic justification of the Talmud rule based on lower and upper bounds

Moreno-Ternero, Juan D.; Tsay, Min-Hung; Yeh, Chun-hsien - In: International journal of game theory : official journal … 49 (2020) 4, pp. 1045-1057

Persistent link: https://www.econbiz.de/10012591856

A study of the nucleolus in the nested cost-sharing problem : axiomatic and strategic perspectives

Hu, Cheng-Cheng; Tsay, Min-Hung; Yeh, Chun-hsien - In: Games and economic behavior 109 (2018), pp. 82-98

Persistent link: https://www.econbiz.de/10012173182

The Hazard of Optimal Law Enforcement in Supply Chains

Chen, Kong-Pin; Tsay, Min-Hung - 2023

As suggested by empirical evidence, law enforcement in one market often results in adverse effects in others. Current theoretical models are ill-suited to investigate this, because while we already know much about the optimal law enforcement for a single market or multiple but independent...

Persistent link: https://www.econbiz.de/10014357985

Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Chang, Chuang-chang - In: Journal of multinational financial management 11 (2001) 3, pp. 241-268

Persistent link: https://www.econbiz.de/10001592716

An exponential extrapolation approach for the valuation and hedging of American options

Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55

Persistent link: https://www.econbiz.de/10001522445