Chang Jack S K

Jack S K Chang

Information about the author Jack S K Chang will soon be added to the site.
Found 3 papers in total
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk‐Return Jump-Diffusion Approach
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk‐Return Jump-Diffusion Approach
2014
We develop an optimum risk–return hurricane hedge model in a doubly stochastic...
The pricing of futures contracts and the arbitrage pricing theory
The pricing of futures contracts and the arbitrage pricing theory
1990
When interest rates are stochastic, the cash flows of futures and forward contracts...
Option pricing and the arbitrage pricing theory
Option pricing and the arbitrage pricing theory
1987
This paper applies the arbitrage pricing theory to option pricing. Under certain...
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