| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing foreign equity options under l?vy processes
|
Huang, S.-C.;Hung, M.-W.; Huang, S.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing vulnerable options in incomplete markets
|
Hung, M-W.; Liu, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Volatility and maturity effects in the Nikkei index futures
|
Chen, Y.-J.;Duan, J.-C.;Hung, M.-W.; Chen, Y.-J.; Duan, J.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
|
Guo, J.-H.;Hung, M.-W.;So, L.-C.; Guo, J.-H.; Hung, M.-W.; So, L.-C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options
|
Chang, L.-F.;Guo, J.-H.;Hung, M.-W.; Chang, L.-F.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
Price movements and price discovery in the municipal bond index and the index futures markets
|
Hung, M.?W.;Zhang, H.; Hung, M.?W.; Zhang, H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
Limit hits and informationally-related stocks
|
Guo, J.-H.;Chang, L.-F.;Hung, M.-W.; Guo, J.-H.; Chang, L.-F.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
|
Chang, J.-R.;Hung, M.-W.;Tsai, F.-T.; Chang, J.-R.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
A generalization of rubinstein's "pay now, choose later"
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:51Z |
Can the gains from international diversification be achieved without trading abroad?
|
Errunza, V.;Hogan, K.;Hung, M.-W.; Errunza, V.; Hogan, K.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:50Z |
Managerial personal diversification and portfolio equity incentives
|
Hung, M.-W.;Liu, Y.-J.;Tsai, C.-F.; Hung, M.-W.; Liu, Y.-J.; Tsai, C.-F.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:50Z |
Pricing convertible bonds subject to default risk
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
|
Chung, S.-L.;Hung, M.-W.;Wang, J.-Y.; Chung, S.-L.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
|
Chung, S.-L.;Hung, M.-W.;Wang, J.-Y.; Chung, S.-L.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:46Z |
Loan covenants and corporate debt policy under bank regulations
|
Chen, A.H.;Hung, M.-W.;Mazumdar, S.C.; Chen, A.H.; Hung, M.-W.; Mazumdar, S.C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:46Z |
The impact of news articles and corporate disclosure on credit risk valuation
|
Tsai, F.-T.;Lu, H.-M.;Hung, M.-W.; Tsai, F.-T.; Lu, H.-M.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:42Z |
Determinants of futures contract success: Empirical examinations for the Asian futures markets
|
Hung, M.-W.;Lin, B.-H.;Huang, Y.-C.;Chou, J.-H.; Hung, M.-W.; Lin, B.-H.; Huang, Y.-C.; Chou, J.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Analytical valuation of catastrophe equity options with negative exponential jumps
|
Chang, L.-f.;Hung, M.-w.; Chang, L.-f.; Hung, M.-w.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Optimal asset allocation for DC pension plans under inflation
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:35Z |
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:32Z |
Implementation problems and solutions in stochastic volatility models of the heston type
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:31Z |
Credit contagion and competitive effects of bond rating downgrades along the supply chain
|
Chang, J.-H.;Hung, M.-W.;Tsai, F.-T.; Chang, J.-H.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:31Z |
The investment management for a downside-protected equity-linked annuity under interest rate risk
|
MAO-WEI HUNG; Han, N.-W.; Hung, M.-W.; Han, N.-W.;Hung, M.-W. |
| 臺大學術典藏 |
2020-02-15T03:52:30Z |
Foreign direct investment in emerging markets: Bondholders' perspective
|
Chiou, C.-L.;Hung, M.-W.;Shu, P.-G.; Chiou, C.-L.; Hung, M.-W.; Shu, P.-G.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:30Z |
An intertemporal international asset pricing model: Theory and empirical evidence
|
MAO-WEI HUNG; Hung, M.-W.; Hogan, K.; Errunza, V.; Chang, J.-R. |
| 臺大學術典藏 |
2020-02-15T03:52:29Z |
Estimated inflation rate, consumption and portfolio decision
|
Han, N.-W.;Hung, M.-W.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:20Z |
Trade, R&D spending and financial development
|
Chang, Y.;Hung, M.-W.;Lu, C.; Chang, Y.; Hung, M.-W.; Lu, C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:20Z |
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
|
Chou, Y.-Y.; Han, N.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:19Z |
On the currency effect to home bias puzzle
|
MAO-WEI HUNG; Yu, H.-Y.; Lo, M.-L.; Hung, M.-W.; Hung, M.-W.;Lo, M.-L.;Yu, H.-Y. |
| 臺大學術典藏 |
2020-02-15T03:52:19Z |
Effect of wind on stock market returns: Evidence from European markets
|
Shu, H.-C.;Hung, M.-W.; Shu, H.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:18Z |
Impact of foreign-listed single stock futures on the domestic underlying stock markets
|
Hung, M.-W.; Lee, C.-F.; So, L.-C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:18Z |
Intertemporal hedge for inflation risk
|
Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
A general model for short-term interest rates
|
Chung, C.-F.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
A heterogeneous model of disposition effect
|
Hung, M.-W.; Yu, H.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Loss aversion and the term structure of interest rates
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Loss aversion and the term structure of interest rates
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:16Z |
Revisiting generalized almost stochastic dominance
|
Chang, J.-R.;Liu, W.-H.;Hung, M.-W.; Chang, J.-R.; Liu, W.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:15Z |
Credit rating change modeling using news and financial ratios
|
Lu, H.-M.;Tsai, F.-T.;Chen, H.;Hung, M.-W.;Li, S.-H.; Lu, H.-M.; Tsai, F.-T.; Chen, H.; Hung, M.-W.; Li, S.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:13Z |
China momentum and transparency
|
Lin, H.-W.;Hung, M.-W.; Lin, H.-W.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-10T08:08:23Z |
The jump behavior of foreign exchange market: Analysis of Thai Baht
|
Chang J.-R.;Hung M.-W.;Lee C.-F.;Lu H.-M.; Chang J.-R.; Hung M.-W.; Lee C.-F.; Lu H.-M.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-02-10T08:08:19Z |
Financial text mining: Supporting decision making using web 2.0 content
|
Lu H.-M.;Chen H.;Chen T.-J.;Hung M.-W.;Li S.-H.; Lu H.-M.; Chen H.; Chen T.-J.; Hung M.-W.; Li S.-H.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-02-10T08:08:18Z |
Credit rating change modeling using news and financial ratios
|
Tsai F.-T.; Chen H.; Hung M.-W.; Li S.-H.; HSIN-MIN LU; Lu H.-M.; Lu H.-M.;Tsai F.-T.;Chen H.;Hung M.-W.;Li S.-H. |
| 臺大學術典藏 |
2020-02-10T08:08:18Z |
The effects of news sentiment and coverage on credit rating analysis
|
Tsai F.-T.;Lu H.-M.;Hung M.-W.; Tsai F.-T.; Lu H.-M.; Hung M.-W.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-02-10T08:08:14Z |
The impact of news articles and corporate disclosure on credit risk valuation
|
Tsai F.-T.;Lu H.-M.;Hung M.-W.; Tsai F.-T.; Lu H.-M.; Hung M.-W.; HSIN-MIN LU |
| 臺大學術典藏 |
2019 |
Volatility information implied in the term structure of VIX
|
MAO-WEI HUNG; Yen, K.-C.; Wang, Y.-H.; Hung, M.-W.; Chang, K.-J.; Chang, K.-J.;Hung, M.-W.;Wang, Y.-H.;Yen, K.-C. |
| 臺大學術典藏 |
2018 |
Development of the miniaturization lighting dose sensor for multi-wavelength light system
|
YAO-JOE YANG; Yu, H.-S.; Yang, Y.-J.; Huang, K.-C.; Hung, M.-W.; Lin, Y.-C.; Tsai, H.-Y. |
| 臺大學術典藏 |
2018 |
Artificial Momentum, Native Contrarian, and Transparency in China
|
Lin, H.-W.;Hung, M.-W.;Huang, J.-B.; Lin, H.-W.; Hung, M.-W.; Huang, J.-B.; MAO-WEI HUNG |
| 臺大學術典藏 |
2016 |
The importance of stock liquidity on option pricing
|
Feng, S.-P.;Hung, M.-W.;Wang, Y.-H.; Feng, S.-P.; Hung, M.-W.; Wang, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2014 |
Option pricing with stochastic liquidity risk: Theory and evidence
|
Wang, Y.-H.; MAO-WEI HUNG; Hung, M.-W.; Feng, S.-P.; Feng, S.-P.;Hung, M.-W.;Wang, Y.-H. |
