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Pricing survivor swaps with mortality jumps and default risk
Chang, Chuang-chang; chen, Chih-chan; Tsay, Min-hung - In: Jingji-lunwen 38 (2010) 2, pp. 119-156
Persistent link: https://www.econbiz.de/10008688865
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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
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The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Lin, Zih-Ying; Chang, Chuang-chang; Wang, Yaw-Huei - In: Journal of banking & finance 94 (2018), pp. 152-165
Persistent link: https://www.econbiz.de/10011966488
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Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of real estate finance and economics 63 (2021) 2, pp. 249-279
Persistent link: https://www.econbiz.de/10012617461