Pricing and Risk Management of Multi-Assets Financial Instruments to Natural Disasters
Chang, Jui-Jane, Huang, Pao-Hsien, Wu, Ting-Pin
Published in Emerging markets finance & trade (02.01.2024)
Published in Emerging markets finance & trade (02.01.2024)
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Journal Article
Valuation of Spread and Basket Options
Chang, Jui-Jane, Huang, Pao-Hsien, Lin, Kun-Li, Wu, Ting-Pin
Published in Tai Da Guan Li Lun Cong (01.04.2024)
Published in Tai Da Guan Li Lun Cong (01.04.2024)
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Journal Article
Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps
Chang, Jui-Jane, Chen, Son-Nan, Wang, Chun-Chao, Wu, Ting-Pin
Published in The Journal of derivatives (01.07.2014)
Published in The Journal of derivatives (01.07.2014)
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Journal Article
Currency-Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM
Chang, Jui-Jane, Chen, Son-Nan, Wu, Ting-Pin
Published in The journal of futures markets (01.09.2013)
Published in The journal of futures markets (01.09.2013)
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Journal Article
A closed-form approximation for the fractional Black–Scholes model with transaction costs
Liu, Hsuan-Ku, Chang, Jui-Jane
Published in Computers & mathematics with applications (1987) (01.07.2013)
Published in Computers & mathematics with applications (1987) (01.07.2013)
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Journal Article
價差選擇權與一籃子選擇權之評價
張瑞珍(Jui-Jane Chang), 黃保憲(Pao-Hsien Huang), 林昆立(Kun-Li Lin), 吳庭斌(Ting-Pin Wu)
Published in 臺大管理論叢 (01.04.2024)
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Published in 臺大管理論叢 (01.04.2024)
Journal Article