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The Binomial Black -- Scholes Model and the Greeks
Chung, San-Lin; Shackleton, Mark - In: The journal of futures markets 22 (2002) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10006829191
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Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin; Shackleton, Mark; Wojakowski, Rafal - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10009918885
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Durable vs. disposable equipment choice under interest rate uncertainty
Dias, Jose Carlos; Shackleton, Mark - In: The European journal of finance 15 (2009) 2, pp. 157-168
Persistent link: https://www.econbiz.de/10008172281
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CAPM, Higher Co-moment and Factor Models of UK Stock Returns
Hung, Daniel Chi-Hsiou; Shackleton, Mark; Xu, Xinzhong - In: Journal of business finance & accounting : JBFA 31 (2004) 1, pp. 87-112
Persistent link: https://www.econbiz.de/10006964886
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The Expected Return and Exercise Time of Merton-style Real Options
Shackleton, Mark; Wojakowski, Rafat - In: Journal of business finance & accounting : JBFA 29 (2002) 3-4, pp. 541-556
Persistent link: https://www.econbiz.de/10006973820
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Durable vs. disposable equipment choice under interest rate uncertainty
Dias, Jose Carlos; Shackleton, Mark - In: The European journal of finance 15 (2009) 1-2, pp. 157-168
Persistent link: https://www.econbiz.de/10008229779
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Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy
Chung, San-Lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10006695089
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Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw; Chung, San-Lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
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The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model
Chen, Hsuan-Chi; Chen, David M.; Chung, San-Lin - In: The journal of futures markets 22 (2002) 6, pp. 557-578
Persistent link: https://www.econbiz.de/10006827894
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Valuation and Hedging of Differential Swaps
Chang, Chuang-Chang; Chung, San-Lin; Yu, Min-Teh - In: The journal of futures markets 22 (2002) 1, pp. 73
Persistent link: https://www.econbiz.de/10006829304