Pricing catastrophe options with stochastic claim arrival intensity in claim time von Chang, Carolyn W., Chang, Jack S.K., Lu, WeLi

Volltext

A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy von Chang, Jack SK, Chang, Carolyn, Shi, Min

Volltext

An Integrated Approach to Pricing Catastrophe Reinsurance von Chang, Carolyn W., Chang, Jack S. K.

Volltext

Optimum Hurricane Futures Hedge in a Warming Environment: A Risk-Return Jump-Diffusion Approach von Chang, Carolyn W., Chang, Jack S. K., Wen, Min-Ming

Volltext

Portfolio optimization in the catastrophe space von Chang, Carolyn W., Chang, Jack S. K., Yu, Min‐Teh, Zhao, Yang

Volltext

Pricing Options with Physically Based Exercise and Random Maturity von Chang, Carolyn W., Chang, Jack S. K., Feng, Yalan

Volltext

Pricing catastrophe options in discrete operational time von Chang, Carolyn W., Chang, Jack S.K., Lu, WeiLi

Volltext

Thinking Through the Box: Evaluating a 3D Game to Engage Penetrative Thinking von Pathak, Aarohi, Chang, Jack S. K., Resch, Gabby, Doucette, Alison, Yeboah, Georgina, Welsh, Timothy Nevin, Nitsche, Michael, Mazalek, Ali

Volltext

Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time von Chang, Carolyn W, Chang, Jack S. K

Volltext

SUBORDINATED BINOMIAL OPTION PRICING von Chang, Carolyn W., Chang, Jack S. K., Tian, Yisong Sam

Volltext

Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging von Chang, Carolyn W., Chang, Jack S. K.

Volltext

Doubly-Binomial Option Pricing with Application to Insurance Derivatives von Chang, Carolyn W., Chang, Jack S. K.

Volltext

Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach von Chang, Carolyn W., Jack S. K. Chang, Yu, Min-Teh

Volltext

Hedging effectiveness of currency options and currency futures von Chang, Jack S. K., Shanker, Latha

Volltext

Forward and Futures Prices: Evidence from the Foreign Exchange Markets von CHANG, CAROLYN W., CHANG, JACK S. K.

Volltext

Hedging the impact of climate change in the catastrophe space von Chang, Jack S.K., Chang, Carolyn W.

Volltext

A Risk-Return Measure of Hedging Effectiveness: A Comment von Chang, Jack S. K., Shanker, Latha

Volltext

An intertemporal measure of hedging effectiveness von Chang, Jack S. K., Fang, Hsing

Volltext

Global Warming, Extreme Weather Events, and Forecasting Tropical Cyclones: A Market-Based Forward-Looking Approach von Chang, Carolyn W., Chang, Jack S.K., Lim, Kian Guan

Volltext

OPTION PRICING AND THE ARBITRAGE PRICING THEORY von Chang, Jack S. K., Shanker, Latha

Volltext