Chang Jack S.K.

Jack S.K. Chang

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Found 2 papers in total
Option pricing with stochastic volatility; Information-time vs. calendar-time
Option pricing with stochastic volatility; Information-time vs. calendar-time
1996
Empirical evidence has shown that subordinated processes represent well the price...
Stock indexes, stock index futures and stock index futures options-A causality analysis
Stock indexes, stock index futures and stock index futures options-A causality analysis
1988
A linear multivariate autoregressive model to analyze the causality relationships...
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