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1
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
Saved in:
2
Limit hits and informationally-related stocks
Guo, Jia-Hau
;
Chang, Lung-Fu
;
Hung, Mao-Wei
- In:
Journal of financial markets
34
(
2017
),
pp. 31-47
Persistent link: https://www.econbiz.de/10011815035
Saved in:
3
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
Saved in:
4
Comment on: A note on the discontinuity problem in Heston's stochastic volatility model
Lord, Roger
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 373-376
Persistent link: https://www.econbiz.de/10008653251
Saved in:
5
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
Saved in:
6
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
Saved in:
7
A note on the discontinuity problem in Heston's stochastic volatility model
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 339-345
Persistent link: https://www.econbiz.de/10003543045
Saved in:
8
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
Saved in:
9
A generalization of option pricing to price-limit markets
Guo, Jia-Hau
;
Chang, Lung-Fu
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 145-161
Persistent link: https://www.econbiz.de/10012229795
Saved in:
10
A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen
;
Chung, Huimin
;
Guo, Jia-hau
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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