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Option pricing theory
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ECONIS (ZBW)
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Common factors in liquidity: Evidence from Taiwan's OTC stock market
Lee, Jie-Haun
;
Lin, Shu-Ying
;
Lee, Wan-Chen
;
Tsao, …
- In:
International Review of Financial Analysis
15
(
2006
)
4-5
,
pp. 306-327
Persistent link: https://www.econbiz.de/10005221904
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22
Analytic approximation formulae for pricing forward-starting Asian options
Tsao, Chueh-Yung
;
Chang, Chuang-Chang
;
Lin, Chung-Gee
- In:
The journal of futures markets
23
(
2003
)
5
,
pp. 487
Persistent link: https://www.econbiz.de/10006821845
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23
PRICING AND HEDGING QUANTO FORWARD-STARTING FLOATING-STRIKE ASIAN OPTIONS
Chang, Chuang-Chang
;
Liao, Tzu-Hsiang
;
Tsao, Chueh-Yung
- In:
The journal of derivatives : the official publication …
18
(
2011
)
4
,
pp. 37-54
Persistent link: https://www.econbiz.de/10009137864
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