Authors: CHANG CW CHANG JSK LIM KG

Citation: Cw. Chang et al., INFORMATION-TIME OPTION PRICING - THEORY AND EMPIRICAL-EVIDENCE, Journal of financial economics, 48(2), 1998, pp. 211-242

Authors: CHANG CW CHANG JSK FANG H

Citation: Cw. Chang et al., OPTIMUM FUTURES HEDGES WITH JUMP RISE AND STOCHASTIC BASIS, The journal of futures markets, 16(4), 1996, pp. 441-458

Authors: CHANG CW CHANG JSK

Citation: Cw. Chang et Jsk. Chang, OPTION PRICING WITH STOCHASTIC VOLATILITY - INFORMATION-TIME VS CALENDAR-TIME, Management science, 42(7), 1996, pp. 974-991

Authors: CHANG CW CHANG JSK YU MT

Citation: Cw. Chang et al., PRICING CATASTROPHE INSURANCE FUTURES CALL SPREADS - A RANDOMIZED OPERATIONAL TIME APPROACH, The Journal of risk and insurance, 63(4), 1996, pp. 599-617

Authors: CHANG JSK WU SS

Citation: Jsk. Chang et Ss. Wu, ON HEDGING JUMP RISKS IN THE FOREIGN-EXCHANGE AND STOCK MARKETS, Financial management, 23(1), 1994, pp. 15-15

Authors: CHANG CW CHANG JSK

Citation: Cw. Chang et Jsk. Chang, AN IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD - A NOTE, The Journal of financial research, 16(1), 1993, pp. 71-75