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Valuation of vulnerable American options with correlated credit risk

Chang, Lung-fu; Hung, Mao-Wei - In: Review of derivatives research 9 (2006) 2, pp. 137-165

Persistent link: https://www.econbiz.de/10003608132

Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates

Guo, Jia-hau; Hung, Mao-Wei - In: The journal of futures markets 27 (2007) 9, pp. 867-891

Persistent link: https://www.econbiz.de/10003518525

A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options

Guo, Jia-hau; Hung, Mao-Wei; So, Leh-chyan - In: The journal of futures markets 29 (2009) 5, pp. 478-493

Persistent link: https://www.econbiz.de/10003827779

Analytical valuation of catastrophe equity options with negative exponential jumps

Chang, Lung-fu; Hung, Mao-Wei - In: Insurance 44 (2009) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10009517659

A generalization of the recursive integration method for the analytic valuation of American options

Chang, Lung-Fu; Guo, Jia-Hau; Hung, Mao-Wei - In: The journal of futures markets 36 (2016) 9, pp. 887-901

Persistent link: https://www.econbiz.de/10011568657

Rainbow trend options : valuation and applications

Wang, Jr-Yan; Wang, Hsiao-Chuan; Ko, Yi-Chen; Hung, Mao-Wei - In: Review of derivatives research 20 (2017) 2, pp. 91-133

Persistent link: https://www.econbiz.de/10011935970

Extending the real options approach by including information options

Chen, Andrew H.; Conover, James A.; Kensinger, John W. - In: Signs that markets are coming back, (pp. 53-93). 2014

Analysis of Information Options offers new tools for evaluating investments in research, mineral exploration, logistics, energy transmission, and other information operations. With Information Options, the underlying assets are information assets and the rules governing exercise are based on the...

Persistent link: https://www.econbiz.de/10015369636

Extending the real options approach by including information options

Chen, Andrew H.; Conover, James A.; Kensinger, John W. - In: Research in finance 30 (2014), pp. 53-93

Persistent link: https://www.econbiz.de/10010406337