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Option pricing theory
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Wang, Chou-Wen
5
Liao, Szu-Lang
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3
Tzang, Shyh-weir
2
Huang, Hong-Chih
1
Hung, Chih-hsing
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Shyu, David So-de
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International review of economics & finance : IREF
3
Applied financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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ECONIS (ZBW)
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Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
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2
Pricing arithmetic average reset options with control variates
Liao, Szu-Lang
;
Wang, Chou-Wen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001745233
Saved in:
3
The valuation of reset options with multiple strike resets and reset dates
Liao, Szu-Lang
;
Wang, Chou-Wen
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10001745978
Saved in:
4
Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
Saved in:
5
Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-wen
;
Wu, Chin-wen
;
Tzang, Shyh-weir
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 8-25
Persistent link: https://www.econbiz.de/10009690239
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6
Pricing futures options with basis risk : evidence from S&P 500 futures options
Wang, Chou-wen
;
Wu, Ting-yi
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1561-1567
Persistent link: https://www.econbiz.de/10003799965
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7
Pricing generalized capped exchange options
Wang, Chou-Wen
;
Liao, Szu-Lang
;
Wu, Ting-Yi
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 765-776
Persistent link: https://www.econbiz.de/10003739384
Saved in:
8
Systematic risk and volatility skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
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