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Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-Chang; Lin, Jun-Biao; Tsai, Wei-Che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-407
Persistent link: https://www.econbiz.de/10010021405
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Static Hedging and Pricing American Knock-Out Options
Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10010135722
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Applying recurrent event analysis to understand the causes of changes in firm credit ratings
Chen, Yan-Shing; Ho, Po-Hsin; Lin, Chih-Yung; Tsai, Wei-Che - In: Applied financial economics 22 (2012) 12, pp. 977-989
Persistent link: https://www.econbiz.de/10009837727
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Static hedging and pricing American knock-in put options
Chung, San-Lin; Shih, Pai-Ta; Tsai, Wei-Che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10010053707