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Improved method for static replication under the CEV model
Tsai, Wei-che - In: Finance research letters 11 (2014) 3, pp. 194-202
Persistent link: https://www.econbiz.de/10010441889
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A modified static hedging method for continuous barrier options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of futures markets 30 (2010) 12, pp. 1150-1166
Persistent link: https://www.econbiz.de/10008901292
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The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
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Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012667185