Ming-Chi 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 |
|---|---|---|
| Pricing perpetual American compound options under a matrix-exponential jump-diffusion model Applied Mathematical Finance | 2018-09-18 | Paper |
| A note on first passage functionals for hyper-exponential jump-diffusion processes Electronic Communications in Probability | 2014-09-22 | Paper |
| Free boundary problems and perpetual American strangles Quantitative Finance | 2014-02-20 | Paper |
Research outcomes over time
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