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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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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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Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
Chang, Chuang-chang; Chung, San-Lin; Yu, Min-Teh - In: The quarterly review of economics and finance : journal … 46 (2006) 1, pp. 16-35
Persistent link: https://www.econbiz.de/10003305611
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The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10011532102