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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. 339-346
Persistent link: https://www.econbiz.de/10008221673
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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
Persistent link: https://www.econbiz.de/10008225608
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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
Persistent link: https://www.econbiz.de/10007978772
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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen; Chung, Huimin; Guo, Jia-hau - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 439-459
Persistent link: https://www.econbiz.de/10010185635
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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/10007279979
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An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence
Chang, Jow-ran; Errunza, Vihang; Hogan, Ked; Hung, Mao-wei - In: European financial management : the journal of the … 11 (2005) 2, pp. 173-194
Persistent link: https://www.econbiz.de/10005923304
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Pricing Convertible Bonds Subject to Default Risk
Hung, Mao-Wei; Wang, Jr-Yan - In: The journal of derivatives : the official publication … 10 (2002) 2, pp. 75
Persistent link: https://www.econbiz.de/10005938797
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ARTICLES - Can the Gains from International Diversification Be Achieved without Trading Abroad?
Errunza, Vihang; Hogan, Ked; Hung, Mao-Wei - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2075-2108
Persistent link: https://www.econbiz.de/10006572071
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Pricing vulnerable options in incomplete markets
Hung, Mao-Wei; Liu, Yu-Hong - In: The journal of futures markets 25 (2005) 2, pp. 135-170
Persistent link: https://www.econbiz.de/10006810198
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Pricing foreign equity options under Lévy processes
Huang, Shian-Chang; Hung, Mao-Wei - In: The journal of futures markets 25 (2005) 10, pp. 917-944
Persistent link: https://www.econbiz.de/10006811883