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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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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
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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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Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung; Chang, Chuang-chang; Lin, Chung-gee - In: The journal of futures markets 23 (2002) 5, pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
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Information content of options trading volume for future volatility : evidence from the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-fang; Wang, Yaw-huei - In: Journal of banking & finance 34 (2010) 1, pp. 174-183
Persistent link: https://www.econbiz.de/10003905751
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Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang; Lin, Jun-biao; Tsai, Wei-che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
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The price impact of options and futures volume in after-hours stock market trading
Chang, Chuang-chang; Hsieh, Pei-fang; Lai, Hung-neng - In: Pacific-Basin finance journal 21 (2013) 1, pp. 984-1007
Persistent link: https://www.econbiz.de/10009693402
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The intraday behavior of information misreaction across various categories of investors in the Taiwan options market
Chang, Chuang-chang; Hsieh, Pei-Fang; Tang, Chih-Wei; … - In: Journal of financial markets 16 (2013) 2, pp. 362-385
Persistent link: https://www.econbiz.de/10009750772
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Re-examining the investment-uncertainty relationship in a real options model
Chang, Chuang-Chang; Chen, Chang - In: Review of quantitative finance and accounting 38 (2012) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10009532217
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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