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
This page was built for person: Lung-Fu Chang
