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 Applied Mathematical Finance | 2018-09-18 | Paper |
| A note on first passage functionals for hyper-exponential jump-diffusion processes Electronic Communications in Probability | 2014-09-22 | Paper |
| Free boundary problems and perpetual American strangles Quantitative Finance | 2014-02-20 | Paper |
Research outcomes over time
This page was built for person: Ming-Chi Chang
