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A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates
Chang, Chuang-chang; Tsay, Min-Hung; Lin, Jun-Biao - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 92-99
Persistent link: https://www.econbiz.de/10012034430
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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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Measuring risk-based premium and capital requirement for insurers
Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78
Persistent link: https://www.econbiz.de/10001406382
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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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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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The valuation of contingent claims using alternative numerical methods
Chang, Chuang-chang; Lin, Jun-biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-508
Persistent link: https://www.econbiz.de/10009247749
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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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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
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Pricing options with price limits and market illiquidity
Chang, Chuang-chang; Chung, Huimin; Wang, Tin-I - In: Research in finance 22 (2005), pp. 187-214
Persistent link: https://www.econbiz.de/10003753351