Lung-Fu 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!
| Publication | Date of Publication | Type |
|---|---|---|
| A generalization of option pricing to price-limit markets Review of Derivatives Research | 2020-11-10 | Paper |
| Analytical valuation of catastrophe equity options with negative exponential jumps Insurance Mathematics & Economics | 2009-03-04 | Paper |
| Valuation of vulnerable American options with correlated credit risk Review of Derivatives Research | 2007-12-05 | Paper |
Research outcomes over time
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