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"jr yan wang"的相關文件
顯示項目 11-20 / 23 (共3頁)
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| 臺大學術典藏 |
2020-02-15T03:53:05Z |
An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options
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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
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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
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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
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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 |
2020-02-15T03:52:50Z |
Variance reduction for multivariate Monte Carlo simulation
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Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
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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
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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
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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
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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
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Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
顯示項目 11-20 / 23 (共3頁)
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