| 臺大學術典藏 |
2022-04-26T06:17:55Z |
Revisiting the valuation of deposit insurance
|
Chang C.-C;Chung S.-L;Ho R.-J;Hsiao Y.-J.; Chang C.-C; Chung S.-L; Ho R.-J; Hsiao Y.-J.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2022-03-22T15:05:04Z |
Volatility-of-Volatility Risk in Asset Pricing
|
Chen, Te Feng; Chordia, Tarun; SAN-LIN CHUNG; Lin, Ji Chai |
| 臺大學術典藏 |
2021-12-21T23:17:07Z |
Revisiting the valuation of deposit insurance
|
Chang, Chuang Chang; SAN-LIN CHUNG; Ho, Ruey Jenn; Hsiao, Yu Jen |
| 臺大學術典藏 |
2020-12-15T01:43:22Z |
勞保年金給付方式的新思維
|
Chen, F.-L.;Chung, S.-L.; Chen, F.-L.; Chung, S.-L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2019-11-04T06:42:27Z |
The New Thought of Labor Insurance's Pension Benefits
|
SAN-LIN CHUNG;Chen, Fen Ling; SAN-LIN CHUNG; Chen, Fen Ling |
| 臺大學術典藏 |
2019-11-04T06:42:27Z |
The New Thought of Labor Insurance's Pension Benefits
|
SAN-LIN CHUNG;Chen, Fen Ling; SAN-LIN CHUNG; Chen, Fen Ling |
| 臺大學術典藏 |
2018-09-10T07:44:49Z |
Valuation and Hedging of American-Style Lookback and Barrier Options
|
Chang, C. C.;S. L. Chung; Chang, C. C.; S. L. Chung; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:44:48Z |
股酬交換之定價：評論
|
張森林; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:44:48Z |
A Unified Approach for No-arbitrage Gaussian Term Structure Models
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:44:48Z |
Pricing and Hedging American-Style Moving-Average Reset Warrants
|
Chang C. C.;S. L. Chung; Chang C. C.; S. L. Chung; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:44:48Z |
A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:44:47Z |
Predicting Market Regimes and Stock Returns Using Investor Sentiment
|
Chung, S.L.;C.Y. Yeh; Chung, S.L.; C.Y. Yeh; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:03Z |
Multivariate Binomial Method for the Valuation of Exotic Options
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:03Z |
Pricing Differential Swaps with Foreign Currency Denominate Principal
|
Chang, C. C.;S. L. Chung,;M. T. Yu,; Chang, C. C.; S. L. Chung,; M. T. Yu,; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:02Z |
台灣地區勞工退休金制度的性別分析
|
陳芬苓;張森林; 陳芬苓; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:02Z |
Ranking Taiwanese Management Journals: A Case Study
|
Pao, Hwei-Lan;Fang, Shih-Chieh;Chen, Liang-Hsuan;Chen, Yen-Liang;Chiou, Jyh-Shen;Tsai, Wei-Chi;Chung, San-Lin;Lin, Hsiou-Wei;Chiang, Kao;SAN-LIN CHUNG; Pao, Hwei-Lan; Fang, Shih-Chieh; Chen, Liang-Hsuan; Chen, Yen-Liang; Chiou, Jyh-Shen; Tsai, Wei-Chi; Chung, San-Lin; Lin, Hsiou-Wei; Chiang, Kao; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:02Z |
Ranking Taiwanese Management Journals: A Case Study
|
Pao, Hwei-Lan;Fang, Shih-Chieh;Chen, Liang-Hsuan;Chen, Yen-Liang;Chiou, Jyh-Shen;Tsai, Wei-Chi;Chung, San-Lin;Lin, Hsiou-Wei;Chiang, Kao;SAN-LIN CHUNG; Pao, Hwei-Lan; Fang, Shih-Chieh; Chen, Liang-Hsuan; Chen, Yen-Liang; Chiou, Jyh-Shen; Tsai, Wei-Chi; Chung, San-Lin; Lin, Hsiou-Wei; Chiang, Kao; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T07:11:02Z |
Ranking Taiwanese Management Journals: A Case Study
|
Pao, Hwei-Lan;Fang, Shih-Chieh;Chen, Liang-Hsuan;Chen, Yen-Liang;Chiou, Jyh-Shen;Tsai, Wei-Chi;Chung, San-Lin;Lin, Hsiou-Wei;Chiang, Kao;SAN-LIN CHUNG; Pao, Hwei-Lan; Fang, Shih-Chieh; Chen, Liang-Hsuan; Chen, Yen-Liang; Chiou, Jyh-Shen; Tsai, Wei-Chi; Chung, San-Lin; Lin, Hsiou-Wei; Chiang, Kao; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:39:27Z |
American Option Valuation under stochastic Interest Rates
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:39:26Z |
Generalised Geske-Johnson interpolation of option prices
|
Shackleton, Mark B.;Chung, San Lin;SAN-LIN CHUNG; Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:39:26Z |
Generalised Geske-Johnson interpolation of option prices
|
Shackleton, Mark B.;Chung, San Lin;SAN-LIN CHUNG; Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:39:26Z |
Generalised Geske-Johnson interpolation of option prices
|
Shackleton, Mark B.;Chung, San Lin;SAN-LIN CHUNG; Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:04:39Z |
附加年金制的遠期契約價值及政策意涵分析
|
陳芬苓;張森林; 陳芬苓; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T06:04:39Z |
No-arbitrage Term Structure Models
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:30:45Z |
Option Pricing for the Transformed-Binomial Class
|
Camara, A.;S. L. Chung; Camara, A.; S. L. Chung; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:55Z |
Enhancing the Computational Efficiency for the Monte Carlo Simulation Approach
|
張傳章;張森林;林忠機; 張傳章; 張森林; 林忠機; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:55Z |
Toward option values of near machine precision using Gaussian Quadrature
|
Chung, S. L.;M. Shackleton; Chung, S. L.; M. Shackleton; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T05:00:54Z |
CB Asset Swaps and CB Options: Structure and Pricing
|
Chung, S. L.;H. W. Lai;S. Y. Lin;G. Shyy; Chung, S. L.; H. W. Lai; S. Y. Lin; G. Shyy; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:54Z |
The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:53Z |
Efficient Quadratic Approximation of Floating Strike Asian Option Values
|
Chung, S. L.;M. Shackleton;R. Wojakowski; Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:36:53Z |
A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates
|
張森林; 張森林; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:37Z |
Richardson Extrapolation Techniques for the pricing of American-Style options
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:37Z |
Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T04:16:35Z |
The Binomial Black Scholes Model and the Greeks
|
SAN-LIN CHUNG; SAN-LIN CHUNG; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:36Z |
Monte Carlo Estimations of Greeks
|
Chung, S. L.; Chung, S. L.; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:36Z |
Efficient Quadratic Approximation of Floating Strike Asian Option Values
|
Chung, S. L.;M. Shackleton;R. Wojakowski; Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG |
| 臺大學術典藏 |
2018-09-10T03:51:35Z |
Valuation and Hedging of American-Style Lookback and Barrier Options
|
Chang, C. C.;S. L. Chung; Chang, C. C.; S. L. Chung; SAN-LIN CHUNG |
