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Low risk, high return : improving option writing performance with put-call ratios in Taiwan
Lo, Chien-Ling; Liu, Wen-Rang - In: Pacific-Basin finance journal 90 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015402999
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American option valuation under stochastic interest rates
Chung, San-Lin - In: Review of derivatives research 3 (1999) 3, pp. 283-307
Persistent link: https://www.econbiz.de/10001493261
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Pricing American options on foreign assets in a stochastic interest rate economy
Chung, San-lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10001724585
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Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin; Shackleton, Mark B.; Wojakowski, Rafal - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
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The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin; Shackleton, Mark B. - In: Applied economics letters 10 (2003) 11, pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
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The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model
Chen, Hsuan-Chi; Chen, David M.; Chung, San-Lin - In: The journal of futures markets 22 (2002) 6, pp. 557-577
Persistent link: https://www.econbiz.de/10001696661
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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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Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw; Chung, San-lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
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CB asset swaps and CB options : structure and pricing
Chung, San-lin; Lai, Hsiao-wei; Lin, Shu-ying; Gang, Shyy - In: Jingji-lunwen 32 (2004) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10002115755
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On the errors and comparison of Vega estimation methods
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 25 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10002528175