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CROSS-MARKET HEDGING STRATEGIES FOR CREDIT DEFAULT SWAPS UNDER A MARKOV REGIME-SWITCHING FRAMEWORK
Chang, Jow-Ran; Hung, Mao-Wei; Tsai, Feng-Tse - In: The journal of fixed income 22 (2012) 2, pp. 44-57
Persistent link: https://www.econbiz.de/10010030921
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A NOTE ON ENDOGENOUS PROPAGATION IN ONE-SECTOR BUSINESS CYCLE MODELS WITH DYNAMIC COMPLEMENTARITIES
Hung, Mao-Wei; Wu, Shue-Jen - In: Macroeconomic dynamics 16 (2012) 5, pp. 791-802
Persistent link: https://www.econbiz.de/10010042774
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The Interaction between Nonexpected Utility and Asymmetric Market Fundamentals
Hung, Mao-Wei - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 325-344
Persistent link: https://www.econbiz.de/10006600379
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Pricing vulnerable options in incomplete markets
Hung, Mao-Wei; Liu, Yu-Hong - In: The journal of futures markets 25 (2005) 2, pp. 135-170
Persistent link: https://www.econbiz.de/10006810198
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Pricing foreign equity options under Lévy processes
Huang, Shian-Chang; Hung, Mao-Wei - In: The journal of futures markets 25 (2005) 10, pp. 917-944
Persistent link: https://www.econbiz.de/10006811883
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Volatility and Maturity Effects in the Nikkei Index Futures
Chen, Yen-Ju; Duan, Jin-Chuan; Hung, Mao-Wei - In: The journal of futures markets 19 (1999) 8, pp. 895-910
Persistent link: https://www.econbiz.de/10006840702
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Price Movements and Price Discovery in the Municipal Bond Index and the Index Futures Markets
Hung, Mao-Wei; Zhang, Hua - In: The journal of futures markets 15 (1995) 4, pp. 489
Persistent link: https://www.econbiz.de/10006862280
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Analytical valuation of catastrophe equity options with negative exponential jumps
Chang, Lung-fu; Hung, Mao-wei - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10008212897
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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. 339-346
Persistent link: https://www.econbiz.de/10008221673
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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
Persistent link: https://www.econbiz.de/10008225608