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Pricing futures options with basis risk: evidence from S&P 500 futures options
Wang, Chou-Wen; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 19, pp. 1561-1568
Persistent link: https://www.econbiz.de/10008147087
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The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien; Wang, Chou-Wen; Liao, Szu-Lang - In: Applied financial economics 19 (2009) 3, pp. 227
Persistent link: https://www.econbiz.de/10008167075
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Pricing futures options with basis risk: evidence from S&P 500 futures options
Wang, Chou-Wen; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 19-21, pp. 1561-1568
Persistent link: https://www.econbiz.de/10008167938
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Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-Wen; Wu, Chin-Wen; Tzang, Shyh-Weir - In: International review of economics & finance : IREF 24 (2012), pp. 8-26
Persistent link: https://www.econbiz.de/10009983609
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Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.; Wang, Chou-Wen - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 157-169
Persistent link: https://www.econbiz.de/10010098493
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Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7-9, pp. 765
Persistent link: https://www.econbiz.de/10008070692
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Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 9, pp. 765
Persistent link: https://www.econbiz.de/10008044719
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Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
Tzang, Shyh-Weir; Hung, Chih-Hsing; Wang, Chou-Wen; … - In: International review of economics & finance : IREF 20 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10008843425
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Tan, Ken Seng - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737
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The impact of climatic disaster on corporate investment policy
Feng, Zhi-Yuan; Wang, Chou-Wen; Lu, Yu-Hong - In: Journal of multinational financial management 66 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014227388