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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hung, Mao-Wei"
~type_genre:"Article in journal"
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Option pricing theory
6
Optionspreistheorie
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5
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4
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4
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Chan, Kam C.
Hung, Mao-Wei
Lien, Da-hsiang Donald
51
Webb, Robert I.
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Frino, Alex
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Fung, Joseph K. W.
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Tse, Yiuman
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Ap Gwilym, Owain
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Chance, Don M.
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Shrestha, Keshab
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Simon, David P.
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Bali, Turan G.
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The journal of futures markets
International review of economics & finance : IREF
26
Finance research letters
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
14
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Review of quantitative finance and accounting
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International review of financial analysis
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Borsa Istanbul Review
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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ECONIS (ZBW)
11
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1
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
2
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
Guo, Jia-hau
;
Hung, Mao-Wei
;
So, Leh-chyan
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 478-493
Persistent link: https://www.econbiz.de/10003827779
Saved in:
3
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Saved in:
4
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
5
Pricing foreign equity options under Lévy processes
Huang, Shian-Chang
;
Hung, Mao-Wei
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 917-944
Persistent link: https://www.econbiz.de/10003185552
Saved in:
6
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
Saved in:
7
Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
Saved in:
8
Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis
Cheng, Louis T. W.
;
Fung, Joseph K. W.
;
Chan, Kam C.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001447775
Saved in:
9
Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju
;
Duan, Jin-Chuan
;
Hung, Mao-Wei
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
Saved in:
10
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 797-815
Persistent link: https://www.econbiz.de/10001228464
Saved in:
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