Doubly-binomial option pricing with application to insurance derivatives

von Chang, Carolyn C. W.
Veröffentlicht in Review of Pacific Basin financial markets and policies (2005)

Hedging the impact of climate change in the catastrophe space

von Chang, Carolyn C. W.
Veröffentlicht in Journal of risk management in financial institutions (2017)

Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging

von Chang, Carolyn C. W.
Veröffentlicht in The journal of futures markets (2003)

Forward and futures prices : evidence from the foreign exchange markets

von Chang, Carolyn C. W.
Veröffentlicht in The journal of finance (1990)

Option pricing with stochastic volatility : information-time vs. calendar-time

von Chang, Carolyn C. W.
Veröffentlicht in Management science (1996)

Catastrophe bond spread and hurricane arrival frequency

von Chang, Carolyn C. W.
Veröffentlicht in The North American journal of economics and finance (2020)

Pricing options with physically based exercise and random maturity

von Chang, Carolyn C. W.
Veröffentlicht in The journal of insurance issues (2020)

Pricing catastrophe options with stochastic claim arrival intensity in claim time

von Chang, Carolyn C. W.
Veröffentlicht in Journal of banking & finance (2009)

Derivatives trading information, stock market behavior, and financial institutions

von Chang, Carolyn C. W.
Veröffentlicht in International review of economics & finance (2018)

Information-time option pricing : theory and empirical evidence

von Chang, Carolyn C. W.
Veröffentlicht in Journal of financial economics (1998)

Stock indexes, stock index futures and stock index futures options : a causality analysis

von Chang, Carolyn C. W.
Veröffentlicht in Belgian journal of operations research, statistics and computer science (1988)

Pricing catastrophe insurance futures call spreads : a randamized operational time approach

von Chang, Carolyn C. W.
Veröffentlicht in The journal of risk and insurance (1996)

Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach

von Chang, Carolyn C. W.
Veröffentlicht in The journal of risk and insurance (2014)

Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry

von Chang, Carolyn C. W.
Veröffentlicht in International review of economics & finance (2018)

Pricing catastrophe swaps with default risk and stochastic interest rates

von Lo, Chien-Ling
Veröffentlicht in Pacific-Basin finance journal (2021)