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~person:"Chen, Son-nan"
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Chen, Son-nan
Chang, Pao-Li
35
Li, Chang
28
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25
Chang, Li
22
Hsu, Li-Chang
16
Chang, Hsin-Li
12
Wang, Chao-Hung
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Li, Chang-Shuai
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Li, Chang-Tsun
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Liu, Chang
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Chang, William Li
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Hu, Tai-Shan
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Lee, Myoung-jae
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Sakata, Shinichi
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Chang, Philip
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Chen, Ting-Yu
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Chiang, Mi-Hsiu
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Finance research letters
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ECONIS (ZBW)
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1
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
2
Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy
Chiang, Mi-Hsiu
;
Li, Chang-Yi
;
Chen, Son-nan
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 459-482
Persistent link: https://www.econbiz.de/10011595469
Saved in:
3
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
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