| 1 |
Lung-Fu Chang, Jia-Hau Guo and Mao-Wei Hung, 2016, “ A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options.” Journal of Futures Markets ,36(9).887-901(SSCI, 國科會財務領域國際期刊分級A ) |
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| 2 |
Lung-Fu Chang, (with Shian-Chang Huang et al.), 2014, “Composite Kernel Machines on Kernel Locally Consistent Concept Factorization Space for Data Mining.” International Journal of Signal Systems, 2, 64-69. |
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| 3 |
Lung-Fu Chang, (with Shian-Chang Huang et al.), 2012, “Financial Forecasting by Modified Kalman Filters and Kernel Machines.” Journal of Statistics & Management Systems, 2, 163-176. (EI) |
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| 4 |
Lung-Fu Chang, (with Shian-Chang Huang et al.), 2012, “Measuring Portfolio Value-at-Risk Using Bayesian conditional EVT-Copula Models: Taking an Asian Index Portfolio for Example.” Journal of Statistics & Management Systems, 15, 345-367. (EI) |
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| 5 |
Chang, Lung-Fu, Tzu-Hui Pan and Shian-Chang Huang, 2012, “Stochastic Control of Annuity Contracts under Model Misspecification.” Journal of Information & Optimization Sciences, 33, 401-425. (EI) |
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| 6 |
Chang, Lung-fu and Tzu-Hui Pan, 2011, “Intertemporal Surplus Management under Model Misspecification.” International Research Journal of Finance and Economics, 79, 86-92. (EconLit) |
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| 7 |
Chang, Lung-fu and Mao-wei Hung, 2011, “Pricing Vulnerable American-Style Exchange Options with Correlated Credit Risk.” International Research Journal of Finance and Economics ,75, 194-208. (EconLit) |
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| 8 |
Chang, Lung-fu and Mao-wei Hung, 2009, “Analytical Valuation of Catastrophe Equity Options with Negative Exponential Jumps,” Insurance: Mathematics and Economics, 44, 59-69. (SSCI, 國科會財務領域國際期刊分級A) |
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| 9 |
Chang, Lung-fu and Mao-wei Hung, 2007, “Valuation of Vulnerable American Options with Correlated Credit Risk.” Review of Derivatives Research, 9, 137-165. (SSCI, 國科會財務領域國際期刊分級A-) |
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