Eric C. Chang

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Equilibrium asset and option pricing under jump diffusion
Mathematical Finance
2013-02-28Paper
Mathematical analysis of the two-color partial rainbow options
Applicable Analysis
2005-08-25Paper
Mathematical analysis of pricing of lookback performance options
Applicable Analysis
2004-05-27Paper
Further evidence on the variability of inflation and relative price variability
Economics Letters
2002-09-01Paper
scientific article; zbMATH DE number 1741095 (Why is no real title available?)2002-05-15Paper
The Variance Gamma Process and Option Pricing
Review of Finance
1998-01-01Paper


Research outcomes over time


This page was built for person: Eric C. Chang