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"miao d w c"
Showing items 1-10 of 25 (3 Page(s) Totally)
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| 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 |
| 國立臺灣科技大學 |
2020 |
Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes
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Lin, Y.-S.;Lin, X.C.-S.;Miao, D.W.-C.;Yao, Yao Y.-C. |
| 國立臺灣科技大學 |
2019 |
Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes
|
Lin, Y.-S.;Lin, X.C.-S.;Miao, D.W.-C.;Yao, Yao Y.-C. |
| 國立臺灣科技大學 |
2019 |
Modelling DAX by applying parabola approximation method
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Li, M.-R.;Miao, D.W.-C.;Chiang-Lin, T.-J.;Lee, Y.-S. |
| 國立臺灣科技大學 |
2019 |
Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events
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Miao, D.W.-C.;Lin, X.C.-S.;Yu, S.H.-T.;Lee, Y.-H. |
| 國立臺灣科技大學 |
2018 |
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
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Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 國立臺灣科技大學 |
2018 |
Using forward Monte-Carlo simulation for the valuation of American barrier options
|
Miao D.W.-C.; Lee Y.-H.; Wang J.-Y. |
| 國立臺灣科技大學 |
2018 |
Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
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Ulyah S.M.; Lin X.C.-S.; Miao D.W.-C. |
| 國立臺灣科技大學 |
2018 |
Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
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Lin, X.C.-S.;Miao, D.W.-C.;Chao, W.-L. |
| 國立臺灣科技大學 |
2017 |
Applications of linear ordinary differential equations and dynamic system to economics - An example of Taiwan stock index TAIEX
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Chen, N.-P.;Li, M.-R.;Chiang-Lin, T.-J.;Lee, Y.-S.;Miao, D.W.-C. |
Showing items 1-10 of 25 (3 Page(s) Totally)
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