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Showing items 76-85 of 109 (11 Page(s) Totally)
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| 臺大學術典藏 |
2019 |
Volatility information implied in the term structure of VIX
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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
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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
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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
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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
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Wang, Y.-H.; MAO-WEI HUNG; Hung, M.-W.; Feng, S.-P.; Feng, S.-P.;Hung, M.-W.;Wang, Y.-H. |
| 實踐大學 |
2013 |
Option pricing with stochastic liquidity risk: Theory and evidence
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Feng, S.P.;Hung, M.W.;Wang, Y.H. |
| 臺大學術典藏 |
2010 |
Liquidity spreads in the corporate bond market: Estimation using a semi-parametric model
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Chang, J.H.; Hung, M.W.; MAO-WEI HUNG; Chang, J.H.;Hung, M.W. |
| 國立臺灣大學 |
2008-09 |
A Generalization of Rubinstein’s “Pay Now, Choose Later”
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Hung, M. W.; Guo, J.; So, L. |
| 國立臺灣大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
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Hung, M. W.; Liu, Y.; Jiang, I.; Kuei, and C. |
| 國立臺灣大學 |
2007 |
Option Pricing with Discontinuous Jumps and GARCH Effect
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Lin, B. H.; Hung, M. W.; Wang, J. Y.; Wu, T. H. |
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