|
|
???tair.name??? >
???browser.page.title.author???
|
"jr yan wang"???jsp.browse.items-by-author.description???
Showing items 1-23 of 23 (1 Page(s) Totally)
1
View [10|25|50] records per page
| 臺大學術典藏 |
2022-09-21T23:31:52Z |
Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options
|
JR-YAN WANG; Wang, Chuan Ju; Dai, Tian Shyr; Chen, Tzu Chun; Liu, Liang Chih; Zhou, Lei |
| 臺大學術典藏 |
2022-09-21T23:31:52Z |
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
|
Dai, Tian Shyr; Fan, Chen Chiang; Liu, Liang Chih; Wang, Chuan Ju; JR-YAN WANG |
| 臺大學術典藏 |
2022-05-26T02:14:27Z |
Estimating the Implicit Market Model from Option Prices
|
Bing-Huei Lin; Dean Paxson; Jr Yan Wang; Mei-Mei Kuo |
| 臺大學術典藏 |
2020-12-15T09:36:37Z |
Comment on “aging population, retirement, and risk taking”
|
Huang, R.J.;Tzeng, L.Y.;Wang, J.-Y.;Zhao, L.; Huang, R.J.; Tzeng, L.Y.; Wang, J.-Y.; Zhao, L.; JR-YAN WANG |
| 臺大學術典藏 |
2020-12-15T09:36:37Z |
Consumption-based asset pricing with prospect theory and habit formation
|
Hung, M.-W.; JR-YAN WANG; Wang, J.-Y.;Hung, M.-W.; Wang, J.-Y. |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
Asset prices under prospect theory and habit formation
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Rainbow trend options: valuation and applications
|
Wang, J.-Y.;Wang, H.-C.;Ko, Y.-C.;Hung, M.-W.; Wang, J.-Y.; Wang, H.-C.; Ko, Y.-C.; Hung, M.-W.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
The valuation of forward-start rainbow options
|
Chen, C.-Y.;Wang, H.-C.;Wang, J.-Y.; Chen, C.-Y.; Wang, H.-C.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
A lattice model for option pricing under GARCH-jump processes
|
Lin, B.-H.; Hung, M.-W.; Wang, J.-Y.; Wu, P.-D.; JR-YAN WANG; Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D. |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
Erratum to: The valuation of forward-start rainbow options (Review of Derivatives Research, 10.1007/s11147-014-9105-0)
|
Chen, C.-Y.;Wang, H.-C.;Wang, J.-Y.; Chen, C.-Y.; Wang, H.-C.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:05Z |
An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options
|
JR-YAN WANG; Wei, H.-S.; Wang, J.-Y.; Dai, T.-S.; Dai, T.-S.;Wang, J.-Y.;Wei, H.-S. |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump-diffusion-ruin process
|
Chung, S.-L.;Wang, J.-Y.; Chung, S.-L.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:50Z |
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
|
Wang, J.-Y.;Dai, T.-S.; Wang, J.-Y.; Dai, T.-S.; JR-YAN WANG |
| 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 |
2020-02-15T03:52:50Z |
Variance reduction for multivariate Monte Carlo simulation
|
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 |
2020-02-15T03:52:30Z |
Operational asymptotic stochastic dominance
|
Huang, R.J.;Tzeng, L.;Wang, J.-Y.;Zhao, L.; Huang, R.J.; Tzeng, L.; Wang, J.-Y.; Zhao, L.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:25Z |
Structure of spot rates and duration hedging
|
Lin, B.-H.;Wang, J.-Y.;Tai, S.-W.; Lin, B.-H.; Wang, J.-Y.; Tai, S.-W.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Using forward Monte-Carlo simulation for the valuation of American barrier options
|
Miao, D.W.-C.;Lee, Y.-H.;Wang, J.-Y.; Miao, D.W.-C.; Lee, Y.-H.; 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.; JR-YAN WANG |
| 臺大學術典藏 |
2019 |
Semistatic hedging and pricing American floating strike lookback options
|
Chung, S.-L.;Huang, Y.-T.;Shih, P.-T.;Wang, J.-Y.; Chung, S.-L.; Huang, Y.-T.; Shih, P.-T.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2007-07 |
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
|
Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei; Tian-Shyr Dai; JR-YAN WANG; Hui-Shan Wei |
| 臺大學術典藏 |
2007-07 |
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
|
Tian-Shyr Dai; Jr-Yan Wang; Hui-Shan Wei; Tian-Shyr Dai; JR-YAN WANG; Hui-Shan Wei |
Showing items 1-23 of 23 (1 Page(s) Totally)
1
View [10|25|50] records per page
|
