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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/10001592716
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An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
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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/10001708447
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Valuation and hedging of American-style lookback and barrier options
Chang, Chuang-chang; Chung, San-lin - In: Advances in investment analysis and portfolio … 8 (2001), pp. 19-37
Persistent link: https://www.econbiz.de/10001640860
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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. 73-94
Persistent link: https://www.econbiz.de/10001646596
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Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang; Liao, Tzu-hsiang; Tsao, Chueh-yung - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10009229667