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Forward and futures prices : evidence from the foreign exchange markets
Chang, Carolyn C. W. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1333-1336
Persistent link: https://www.econbiz.de/10001098050
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Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W. - In: Management science : journal of the Institute for … 42 (1996) 7, pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
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Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W. - In: Journal of financial economics 48 (1998) 2, pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
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Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W. - In: Belgian journal of operations research, statistics and … 28 (1988) 4, pp. 51-74
Persistent link: https://www.econbiz.de/10001076736
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Pricing options with physically based exercise and random maturity
Chang, Carolyn C. W.; Chang, Jack S. K.; Feng, Yalan - In: The journal of insurance issues : official journal of … 43 (2020) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10012623434
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Hurricane bond price dependency on underlying hurricane parameters
Chang, Carolyn C. W.; Feng, Yalan - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012437783
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Hedging the impact of climate change in the catastrophe space
Chang, Carolyn C. W.; Chang, Jack S. K. - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 341-352
Persistent link: https://www.econbiz.de/10011753941
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A NO-ARBITRAGE MARTINGALE ANALYSIS FOR JUMP-DIFFUSION VALUATION
Chang, Carolyn W. - In: Journal of Financial Research 18 (1995) 3, pp. 351-381
Persistent link: https://www.econbiz.de/10010889400
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OPTIMAL FUTURES HEDGE WITH MARKING-TO-MARKET AND STOCHASTIC INTEREST RATES
Chang, Carolyn W.; Chang, Jack S. K.; Fang, Hsing - In: Journal of Financial Research 19 (1996) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10010889455
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Futures-forward price differentials in the T-bill markets: An application of the arbitrage pricing theory
Chang, Carolyn W.; Chang, Jack S. K.; Loo, Jean C. H. - In: Global Finance Journal 5 (1994) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10005235270