Pricing Catastrophe Insurance Futures Call Spreads: A Randomized Operational Time Approach

by Chang, C.W., Chang, J.S.K., Yu, M.-T.
Published 2013

Information-time option pricing: Theory and empirical evidence

by Chang, C.W., Chang, J.S.K., Lim, K.-G.
Published 2013

Pricing and Hedging Emerging Market Derivatives: The Case of Hong Kong Derivative Warrants

by Chang, C. W., Chang, J. S. K, Lim, Kian Guan
Published 2000