Narrow search
Showing 1 - 10 of 64
Cover Image
Pricing catastrophe options with stochastic claim arrival intensity in claim time
Chang, Carolyn C. W.; Chang, Jack S. K.; Lu, WeLi - In: Journal of banking & finance 34 (2010) 1, pp. 24-32
Persistent link: https://www.econbiz.de/10003905636
Cover Image
Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach
Chang, Carolyn C. W.; Chang, Jack S. K.; Wen, Min Ming - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 199-217
Persistent link: https://www.econbiz.de/10010340225
Cover Image
Doubly-binomial option pricing with application to insurance derivatives
Chang, Carolyn C. W.; Chang, Jack S. K. - In: Review of Pacific Basin financial markets and policies 8 (2005) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10003140331
Cover Image
Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging
Chang, Carolyn C. W.; Chang, Jack S. K. - In: The journal of futures markets 23 (2003) 12, pp. 1209-1237
Persistent link: https://www.econbiz.de/10001828531
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Chang, Carolyn C. W. - In: The journal of risk and insurance : the journal of the … 63 (1996) 4, pp. 599-617
Persistent link: https://www.econbiz.de/10001335132
Cover Image
Pricing hurricane bonds using a physically based option pricing approach
Chang, Carolyn C. W.; Chang, Jack S. K.; Yu, Min-Teh - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10013167036