Ming-Chi Chang
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Person:742960
Available identifiers
zbMath Open chang.ming-chiMaRDI QIDQ742960
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 | 2018-09-18 | Paper |
| A note on first passage functionals for hyper-exponential jump-diffusion processes | 2014-09-22 | Paper |
| Free boundary problems and perpetual American strangles | 2014-02-20 | Paper |
Research outcomes over time
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