|
"jr yan wang"的相關文件
顯示項目 11-23 / 23 (共1頁)
1
每頁顯示[10|25|50]項目
| 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 |
顯示項目 11-23 / 23 (共1頁)
1
每頁顯示[10|25|50]項目
|
