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

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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

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Corrigendum to “Pricing catastrophe options with stochastic arrival intensity in claim time” [J. Bank. Fin. 34 (2010) 24–32] von Chang, Carolyn W., Chang, Jack S.K., Lu, WeiLi

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

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

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Subordinated Binomial Option Pricing with Stochastic Arrival Intensity and Untraded Underlying Asset von Chang, Carolyn W., Chang, Jack S.K.

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

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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

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

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Information-time option pricing: theory and empirical evidence von Chang, Carolyn W., S.K. Chang, Jack, Lim, Kian-Guan

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

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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

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

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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.

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

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Information-time option pricing: theory and empirical evidence1We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for use... von Chang, Carolyn W., S.K. Chang, Jack, Lim, Kian-Guan

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Information-time option pricing: theory and empirical evidence1 von Chang, Carolyn W, S.K. Chang, Jack, Lim, Kian-Guan

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

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Optimum futures hedges with jump risk and stochastic basis von Chang, Carolyn W., Chang, Jack S.K., Fang, Hsing

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

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