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Chang, Chuang-Chang's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,418 |
Total
Citations
8 |
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1.
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Chung, San-Lin
National Central University at Taiwan - Department of Finance Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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458
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5
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American option, non-uniform convergence, Richardson extrapolation, Repeated-Richardson extrapolation
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2.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Tsao, Chueh-Yung
National Central University at Taiwan - Department of Finance
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426
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1
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Analytic approximation Methods, Asian options, Monte Carlo
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3.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Chung, San-Lin
National Central University at Taiwan - Department of Finance
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208
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Default probability, Loan guarantee portfolios, Joint loan guarantees
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4.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Hsieh, Pei-Fang
National Tsing Hua University - Department of Quantitative Finance Wang, Yaw-Huei
National Taiwan University
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11 Jul 08
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Last Revised:
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19 Oct 12
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84
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Option volatility information, Combination trades, Informed investors
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5.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Lian, Ya-Huei
National Central University at Taiwan - Department of Finance Tsay, Min-Hung
National Central University at Taiwan - Department of Finance
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78
(158,955)
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6.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Ho, Hsiao-Wei
affiliation not provided to SSRN Huang, Hongming
National Central University at Taiwan Yildirim, Yildiray
Syracuse University - Whitman School of Management
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21 Oct 11
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Last Revised:
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22 Oct 11
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75
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Lease Contracts, Embedded Options, Default Risk, Adjustable Rate
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7.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Ho, Ruey-Jenn
Providence University at Taiwan - Department of Finance
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10 Aug 11
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Last Revised:
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26 Aug 11
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52
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Deposit insurance, Risk-shifting behavior, Risk-based premium system, Barrier option approach, Maximum likelihood estimation
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8.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Hsieh, Pei-Fang
National Tsing Hua University - Department of Quantitative Finance Chih-Wei, Tang
National Central University at Taiwan Wang, Yaw-Huei
National Taiwan University
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17 Aug 11
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Last Revised:
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02 Oct 12
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37
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Options, Misreaction, Stochastic volatility, Model-free implied variance, Investors
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9.
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Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance Chung, San-Lin
National Central University at Taiwan - Department of Finance
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Tri-nomial tree, reset option, American and average features
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