第 1 到 5 筆結果,共 5 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2007 | Richardson extrapolation techniques for the pricing of American-style options | Chang C.-C.; Chung S.-L. ; Stapleton R.C. | Journal of Futures Markets | 42 | 40 | |
2 | 2006 | Loan guarantee portfolios and joint loan guarantees with stochastic interest rates | Chang C.-C.; Chung S.-L. ; Yu M.-T. | Quarterly Review of Economics and Finance | 9 | 0 | |
3 | 2004 | Pricing options with American-style average reset features | Chang C.-C.; Chung S.-L. ; Shackleton M.B. | Quantitative Finance | 3 | 3 | |
4 | 2002 | Valuation and hedging of differential swaps | Chang C.-C.; Chung S.-L. ; Yu M.-T. | Journal of Futures Markets | 4 | 4 | |
5 | 2002 | Pricing Asian-style interest rate swaps | Chang C.-C.; Chung S.-L. | Journal of Derivatives | 3 | 0 |