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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Saved in:
4
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
5
Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market
Tsao, Chueh-Yung
;
Huang, Ya-Chi
- In:
Journal of economic interaction and coordination : JEIC
13
(
2018
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10012111496
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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