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Taiwan Academic Institutional Repository >
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"jr yan wang"
Showing items 1-10 of 23 (3 Page(s) Totally)
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| 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
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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
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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
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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”
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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
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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
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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
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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
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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
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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)
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Chen, C.-Y.;Wang, H.-C.;Wang, J.-Y.; Chen, C.-Y.; Wang, H.-C.; Wang, J.-Y.; JR-YAN WANG |
Showing items 1-10 of 23 (3 Page(s) Totally)
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