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~isPartOf:"Review of quantitative finance and accounting"
~person:"Chang, Chuang-chang"
~subject:"ARCH model"
~subject:"Optionspreistheorie"
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ARCH model
Optionspreistheorie
Option pricing theory
4
Stochastic process
2
Stochastischer Prozess
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American options
1
Bivariate binomial tree
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
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Capital structure
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Credit risk
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Economy with stochastic interest rates
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Embedded options
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Interest rate
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Kapitalstruktur
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Kreditrisiko
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Lease rate
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Leasing
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Option trading
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Optionsgeschäft
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Reduced-form model
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Repeated Richardson extrapolation
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Richardson extrapolation
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Theorie
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Theory
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Volatility
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Chang, Chuang-chang
Chen, Ren-Raw
4
Lee, Cheng F.
4
Lin, Shih-kuei
3
Palmon, Oded
3
Costabile, Massimo
2
Kuo, I.-doun
2
Li, Bingxin
2
Lin, Jun-biao
2
Mozumder, Sharif
2
Russo, Emilio
2
Sokolinskiy, Oleg
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Wang, Shin-yun
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Abraham, Abraham
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Andreou, Panayiotis C.
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Azzaz, Julien
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Baek, In-Seok
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Bakshi, Gurdip S.
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Blau, Benjamin
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Burney, Robert B.
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Cao, Charles Q.
1
Carleton, Willard T.
1
Cevik, Emrah Ismail
1
Chan, Chia-ying
1
Chang, Chuang-Chang
1
Chang, Hao-Han
1
Charalambous, Chris
1
Chen, An-sing
1
Chen, Cathy Yi-Hsuan
1
Chen, Chang
1
Chen, Son-nan
1
Chen, Sonnan
1
Chen, Yibing
1
Chendra, Erwinna
1
Chiang, Mi-Hsiu
1
Chiu, Chun-Yuan
1
Chiu,Wan-chien
1
Choi, Yoon K.
1
Chu, Quentin C.
1
Chuang, Ming-Che
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Review of quantitative finance and accounting
Research in finance
2
Advances in financial planning and forecasting
1
Advances in investment analysis and portfolio management : a research annual
1
International journal of business
1
Journal of international financial markets, institutions & money
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
2
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
Saved in:
3
Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
4
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
Saved in:
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