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Richardson extrapolation techniques for the pricing of American-style options
Chang, Chuang-chang; Chung, San-lin; Stapleton, Richard C. - In: The journal of futures markets 27 (2007) 8, pp. 791-817
Persistent link: https://www.econbiz.de/10003518516
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The valuation of multivariate contingent claims under transformed trinomial approaches
Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003942163
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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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Re-examining the investment-uncertainty relationship in a real options model
Chang, Chuang-Chang; Chen, Chang - In: Review of quantitative finance and accounting 38 (2012) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10009532217
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The valuation of contingent claims using alternative numerical methods
Chang, Chuang-chang; Lin, Jun-biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-508
Persistent link: https://www.econbiz.de/10009247749
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Sophistication, sentiment, and misreaction
Chang, Chuang-chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 903-928
Persistent link: https://www.econbiz.de/10011431066
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The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-Fang; Tang, Chih-Wei; … - In: Journal of financial markets 16 (2013) 2, pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
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The price impact of options and futures volume in after-hours stock market trading
Chang, Chuang-chang; Hsieh, Pei-fang; Lai, Hung-neng - In: Pacific-Basin finance journal 21 (2013) 1, pp. 984-1007
Persistent link: https://www.econbiz.de/10009693402
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Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang; Chou, Pin-huang; Liao, Tzu-hsiang - In: The journal of futures markets 32 (2012) 12, pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
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The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10011532102