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Pricing survivor swaps with mortality jumps and default risk

Chang, Chuang-chang; chen, Chih-chan; Tsay, Min-hung - In: Jingji-lunwen 38 (2010) 2, pp. 119-156

Persistent link: https://www.econbiz.de/10008688865

The Hazard of Optimal Law Enforcement in Supply Chains

Chen, Kong-Pin; Tsay, Min-Hung - 2023

As suggested by empirical evidence, law enforcement in one market often results in adverse effects in others. Current theoretical models are ill-suited to investigate this, because while we already know much about the optimal law enforcement for a single market or multiple but independent...

Persistent link: https://www.econbiz.de/10014357985

Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates

Chang, Chuang-chang - In: Journal of multinational financial management 11 (2001) 3, pp. 241-268

Persistent link: https://www.econbiz.de/10001592716

An exponential extrapolation approach for the valuation and hedging of American options

Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55

Persistent link: https://www.econbiz.de/10001522445

Loan guarantee portfolios and joint loan guarantees with stochastic interest rates

Chang, Chuang-chang; Chung, San-Lin; Yu, Min-Teh - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 16-35

Persistent link: https://www.econbiz.de/10003305611

Pricing credit card loans with default risks : a discrete-time approach

Chang, Chuang-chang; Ho, Ruey-Jenn; Lee, Cheng F. - In: Review of quantitative finance and accounting 34 (2010) 4, pp. 413-438

Persistent link: https://www.econbiz.de/10008797166

The valuation of multivariate contingent claims under transformed trinomial approaches

Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10003942163

Fitting and testing for the implied volatility curve using parametric models

Chang, Chuang-chang; Chou, Pin-huang; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 12, pp. 1171-1191

Persistent link: https://www.econbiz.de/10009697755

Valuation and hedging of American-style lookback and barrier options

Chang, Chuang-chang; Chung, San-lin - In: Advances in investment analysis and portfolio … 8 (2001), pp. 19-37

Persistent link: https://www.econbiz.de/10001640860

Measuring risk-based premium and capital requirement for insurers

Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78

Persistent link: https://www.econbiz.de/10001406382