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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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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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The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin; Tsai, Wei-che; Wang, Yaw-huei; Weng, … - In: The journal of futures markets 31 (2011) 12, pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
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Static hedging and pricing American knock-out options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 23-48
Persistent link: https://www.econbiz.de/10009760549
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Static hedging and pricing American knock-in put options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10009675545
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A modified static hedging method for continuous barrier options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: The journal of futures markets 30 (2010) 12, pp. 1150-1166
Persistent link: https://www.econbiz.de/10008901292
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Generalized analytical upper bounds for American option prices
Chung, San-lin; Chang, Hsieh-chung - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 209-227
Persistent link: https://www.econbiz.de/10003434630