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Pricing American Options on Foreign Assets in a Stochastic Interest Rate Economy
Chung, San-Lin - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 667-692
Persistent link: https://www.econbiz.de/10006695089
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Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw; Chung, San-Lin; Yang, Tyler T. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 4, pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
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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. 209-228
Persistent link: https://www.econbiz.de/10007614816
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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/10007634833