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Valuation of vulnerable American options with correlated credit risk
Chang, Lung-fu; Hung, Mao-Wei - In: Review of derivatives research 9 (2006) 2, pp. 137-165
Persistent link: https://www.econbiz.de/10003608132
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A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu; Guo, Jia-Hau; Hung, Mao-Wei - In: The journal of futures markets 36 (2016) 9, pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
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Tight bounds on American option prices
Chung, San-lin; Hung, Mao-Wei; Wang, Jr-yan - In: Journal of banking & finance 34 (2010) 1, pp. 77-89
Persistent link: https://www.econbiz.de/10003905673
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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. 488-515
Persistent link: https://www.econbiz.de/10003699777
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Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
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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. 478-493
Persistent link: https://www.econbiz.de/10003827779
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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/10003185552
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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/10002535444
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Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping; Hung, Mao-Wei; Wang, Yaw-huei - In: Journal of financial markets 18 (2014), pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
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The importance of stock liquidity on option pricing
Feng, Shih-Ping; Hung, Mao-Wei; Wang, Yaw-Huei - In: International review of economics & finance : IREF 43 (2016), pp. 457-467
Persistent link: https://www.econbiz.de/10011625856