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An effective hybrid variance reduction method for pricing the Asian options and its variants
Lu, King-Jeng; Liang, Chiung-Ju; Hsieh, Ming-Hua; Lee, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012659091
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Valuation and analysis on complex equity indexed annuities
Chiu, Yu-Fen; Hsieh, Ming-Hua; Tsai, Chenghsien - In: Pacific-Basin finance journal 57 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012170340
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An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu; Yueh, Meng-lan; Hsieh, Ming-hua - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-che; Liao, Szu-Lang; Shyu, So-de - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 95-102
Persistent link: https://www.econbiz.de/10009517655
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun; Chuang, Ming-Che; Lin, Shih-kuei; Shyu, … - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10012432624