Narrow search
Showing 1 - 5 of 5
Cover Image
Asian options with credit risks : and pricing and sensitivity analysis
Tsao, Chueh-yung; Liu, Chao-ching - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 96-115
Persistent link: https://www.econbiz.de/10009778692
Cover Image
Pricing options with price limits and market illiquidity
Chang, Chuang-chang; Chung, Huimin; Wang, Tin-I - In: Research in finance 22 (2005), pp. 187-214
Persistent link: https://www.econbiz.de/10003753351
Cover Image
A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang; Yu, Jih-Chieh - In: Research in finance 23 (2006), pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
Cover Image
The price impact of options and futures volume in after-hours stock market trading
Chang, Chuang-chang; Hsieh, Pei-fang; Lai, Hung-neng - In: Pacific-Basin finance journal 21 (2013) 1, pp. 984-1007
Persistent link: https://www.econbiz.de/10009693402
Cover Image
Derivatives usage for banking industry : evidence from the European markets
Chang, Chuang-chang; Ho, Keng-Yu; Hsiao, Yu-Jen - In: Review of quantitative finance and accounting 51 (2018) 4, pp. 921-941
Persistent link: https://www.econbiz.de/10012117531