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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
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Modeling temperature behaviors : Application to weather derivative valuation
Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-Chang - In: Journal of Futures Markets 38 (2018) 9, pp. 1152-1175
Persistent link: https://www.econbiz.de/10012082119
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Pricing options with price limits and market illiquidity
Chang, Chuang-chang; Chung, Huimin; Wang, Tin-I - In: Research in finance 22 (2005), pp. 187-214
Persistent link: https://www.econbiz.de/10003753351
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A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang; Yu, Jih-Chieh - In: Research in finance 23 (2006), pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
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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
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Do informed option investors predict stock returns? : evidence from the Taiwan stock exchange
Chang, Chuang-chang; Hsieh, Pei-fang; Lai, Hung-neng - In: Journal of banking & finance 33 (2009) 4, pp. 757-764
Persistent link: https://www.econbiz.de/10003820953
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Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-fang; Wang, Yaw-huei - In: Journal of banking & finance 34 (2010) 1, pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
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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
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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
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Richardson extrapolation techniques for the pricing of American-style options
Chang, Chuang-chang; Chung, San-lin; Stapleton, Richard C. - In: The journal of futures markets 27 (2007) 8, pp. 791-817
Persistent link: https://www.econbiz.de/10003518516