|
English
|
正體中文
|
简体中文
|
总笔数 :0
|
|
造访人次 :
51035673
在线人数 :
1056
教育部委托研究计画 计画执行:国立台湾大学图书馆
|
|
|
"miao d w c"的相关文件
显示项目 1-10 / 25 (共3页)
1 2 3 > >>
每页显示[10|25|50]项目
| 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 |
| 國立臺灣科技大學 |
2020 |
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 |
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
|
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
|
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
|
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
|
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
|
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
|
Chen, N.-P.;Li, M.-R.;Chiang-Lin, T.-J.;Lee, Y.-S.;Miao, D.W.-C. |
显示项目 1-10 / 25 (共3页)
1 2 3 > >>
每页显示[10|25|50]项目
|
