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Analytic approximation formulae for pricing forward-starting Asian options
Tsao, Chueh-Yung; Chang, Chuang-Chang; Lin, Chung-Gee - In: The journal of futures markets 23 (2003) 5, pp. 487
Persistent link: https://www.econbiz.de/10006821845
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PRICING AND HEDGING QUANTO FORWARD-STARTING FLOATING-STRIKE ASIAN OPTIONS
Chang, Chuang-Chang; Liao, Tzu-Hsiang; Tsao, Chueh-Yung - In: The journal of derivatives : the official publication … 18 (2011) 4, pp. 37-54
Persistent link: https://www.econbiz.de/10009137864
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Common factors in liquidity: Evidence from Taiwan's OTC stock market
Lee, Jie-Haun; Lin, Shu-Ying; Lee, Wan-Chen; Tsao, … - In: International review of financial analysis 15 (2006) 4, pp. 306-327
Persistent link: https://www.econbiz.de/10007278303
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The pricing of Asian options with default risk
Tsao, Chueh-yung; Liu, Chao-ching - In: Research in finance 25 (2009), pp. 343-369
Persistent link: https://www.econbiz.de/10009943547
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Pricing Asian-Style Interest Rate Swaps
Chang, Chuang-Chang; Chung, San-Lin - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10005942587
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Valuation and Hedging of Differential Swaps
Chang, Chuang-Chang; Chung, San-Lin; Yu, Min-Teh - In: The journal of futures markets 22 (2002) 1, pp. 73
Persistent link: https://www.econbiz.de/10006829304
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Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
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Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
Chang, Chuang-Chang; Hsieh, Pei-Fang; Lai, Hung-Neng - In: Journal of banking & finance 33 (2009) 4, pp. 757-764
Persistent link: https://www.econbiz.de/10008175308
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The valuation of contingent claims using alternative numerical methods
Chang, Chuang-Chang; Lin, Jun-Biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-509
Persistent link: https://www.econbiz.de/10008722495
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Richardson extrapolation techniques for the pricing of American-style options
Chang, Chuang-Chang; Chung, San-Lin; Stapleton, Richard C. - In: The journal of futures markets 27 (2007) 8, pp. 791
Persistent link: https://www.econbiz.de/10007748536