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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
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Pricing Asian-Style Interest Rate Swaps
Chang, Chuang-Chang; Chung, San-Lin - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10005942587
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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
Persistent link: https://www.econbiz.de/10007748536
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Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
Chang, Chuang-Chang; Chung, San-Lin; Yu, Min-Teh - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 16-35
Persistent link: https://www.econbiz.de/10007634833
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Generalised Geske--Johnson Interpolation of Option Prices
Chung, San-Lin; Shackleton, Mark B. - In: Journal of business finance & accounting : JBFA 34 (2007) 5, pp. 976-1001
Persistent link: https://www.econbiz.de/10007750909
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On the use and improvement of Hull and White's control variate technique
Chung, San-Lin; Shackleton, Mark B. - In: Applied financial economics 15 (2005) 16, pp. 1171
Persistent link: https://www.econbiz.de/10007637988
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Analytic approximation formulae for pricing forward-starting Asian options
Tsao, Chueh-Yung; Chang, Chuang-Chang; Lin, Chung-Gee - In: The journal of futures markets 23 (2003) 5, pp. 487
Persistent link: https://www.econbiz.de/10006821845
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Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
Chang, Chuang-Chang; Hsieh, Pei-Fang; Lai, Hung-Neng - In: Journal of banking & finance 33 (2009) 4, pp. 757-764
Persistent link: https://www.econbiz.de/10008175308
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Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
Chang, Chuang-Chang; Hsieh, Pei-Fang; Wang, Yaw-Huei - In: Journal of banking & finance 34 (2010) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10008349485
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Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Chang, Chuang-Chang - In: Journal of multinational financial management 11 (2001) 3, pp. 241-268
Persistent link: https://www.econbiz.de/10007113636