Chuang-Chang Chang

Available identifiers

zbMath Open chang.chuang-changMaRDI QIDQ3005362

List of research outcomes

Publication	Date of Publication	Type
Detecting and modelling the jump risk of \(\text{CO}_2\) emission allowances and their impact on the valuation of option on futures contracts	2021-07-16	Paper
Pricing options with American-style average reset features	2019-01-15	Paper
Efficient and accurate quadratic approximation methods for pricing Asian strike options	2011-06-07	Paper
A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks	2007-05-03	Paper

Research outcomes over time

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