Eric C. Chang

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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


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