Narrow search
Showing 191 - 200 of 231
Cover Image
Tight bounds on American option prices
Chung, San-lin; Hung, Mao-Wei; Wang, Jr-yan - In: Journal of banking & finance 34 (2010) 1, pp. 77-89
Persistent link: https://www.econbiz.de/10003905673
Cover Image
Catastrophe risk management with counterparty risk using alternative instruments
Wu, Yang-che; Chung, San-lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-245
Persistent link: https://www.econbiz.de/10008654241
Cover Image
Static hedging and pricing American options
Chung, San-Lin; Shih, Pai-Ta - In: Journal of banking & finance 33 (2009) 11, pp. 2140-2149
Persistent link: https://www.econbiz.de/10003892254
Cover Image
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
Cover Image
The impact of liquidity on option prices
Chou, Robin K.; Chung, San-lin; Hsiao, Yu-jen; Wang, … - In: The journal of futures markets 31 (2011) 12, pp. 1116-1141
Persistent link: https://www.econbiz.de/10009355730
Cover Image
On the rate of convergence of binomial greeks
Chung, San-lin; Hung, Weifeng; Lee, Han-hsing; Shih, Pai-ta - In: The journal of futures markets 31 (2011) 6, pp. 562-597
Persistent link: https://www.econbiz.de/10009009216
Cover Image
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
Cover Image
Actuarial applications of the linear hazard transform in mortality immunization
Tsai, Cary Chi-liang; Chung, San-lin - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 48-63
Persistent link: https://www.econbiz.de/10009785423
Cover Image
When does investor sentiment predict stock returns?
Chung, San-lin; Hung, Chi-hsiou; Yeh, Chung-ying - In: Journal of empirical finance 19 (2012) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Cover Image
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