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Pricing futures options with basis risk: evidence from S&P 500 futures options
Wang, Chou-Wen; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 19-21, pp. 1561-1568
Persistent link: https://www.econbiz.de/10008167938
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Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-Wen; Wu, Chin-Wen; Tzang, Shyh-Weir - In: International review of economics & finance : IREF 24 (2012), pp. 8-26
Persistent link: https://www.econbiz.de/10009983609
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On the valuation of reverse mortgages with regular tenure payments
Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 430-442
Persistent link: https://www.econbiz.de/10010011625
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Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
Tzang, Shyh-Weir; Hung, Chih-Hsing; Wang, Chou-Wen; … - In: International review of economics & finance : IREF 20 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10008843425
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Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir; Hung, Chih-hsing; Wang, Chou-wen; … - In: International review of economics & finance : IREF 20 (2011) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
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A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen; Huang, Hong-chih; Liu, I-chien - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
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Securitisation of crossover risk in reverse mortgages
Huang, Hong-chih; Wang, Chou-wen; Miao, Yuan-chi - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 622-647
Persistent link: https://www.econbiz.de/10009503504
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Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen; Yang, Sharon S. - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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A feasible natural hedging strategy for insurance companies
Wang, Chou-wen; Huang, Hong-chih; Hong, De-chuan - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 532-541
Persistent link: https://www.econbiz.de/10009763592
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The effects of macroeconomic factors on pricing mortgage insurance contracts
Chang, Chia-Chien; Wang, Chou-wen; Yang, Chih-yuan - In: The journal of risk and insurance : the journal of the … 79 (2012) 3, pp. 867-895
Persistent link: https://www.econbiz.de/10009616207