Chuang-Chang Chang
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Person:3005362
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 |
|---|---|---|
| Detecting and modelling the jump risk of \(\text{CO}_2\) emission allowances and their impact on the valuation of option on futures contracts Quantitative Finance | 2021-07-16 | Paper |
| Pricing options with American-style average reset features Quantitative Finance | 2019-01-15 | Paper |
| Efficient and accurate quadratic approximation methods for pricing Asian strike options Quantitative Finance | 2011-06-07 | Paper |
| A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks Research in Finance | 2007-05-03 | Paper |
Research outcomes over time
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