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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) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
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Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung; Chang, Chuang-chang; Lin, Chung-gee - In: The journal of futures markets 23 (2002) 5, pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
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An Accurate and Efficient Method for Pricing Asian Options
Chang, Chuang-Chang - 2003
In this paper we provide an accurate and efficient method for valuing Asian options that works well for the low and medium volatility as well as longer average time window. Numerical results show that our method significantly outperforms the other analytic approximation methods in the...
Persistent link: https://www.econbiz.de/10012739910
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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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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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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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An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
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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/10003377241
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The pricing of Asian options with default risk
Tsao, Chueh-yung; Liu, Chao-ching - In: Research in finance 25 (2009), pp. 343-369
Persistent link: https://www.econbiz.de/10009306649
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Statistical analysis of genetic algorithms in discovering technical trading strategies
Tsao, Chueh-yung; Chen, Shu-Heng - In: Applications of artificial intelligence in finance and …, (pp. 1-44). 2004
Persistent link: https://www.econbiz.de/10002797126