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Showing items 640926-640950 of 2346260  (93851 Page(s) Totally)
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Institution Date Title Author
國立臺灣大學 2007 Option Pricing with Discontinuous Jumps and GARCH Effect Lin, B. H.; Hung, M. W.; Wang, J. Y.; Wu, T. H.
國立政治大學 1997-06 Option Pricing with Genetic Algorithms :A Second Report Chen,Shu-Heng; Lee,Woh-Chiang
國立政治大學 1997-06 Option Pricing with Genetic Algorithms: A First Report 陳樹衡
國立政治大學 1997 Option pricing with genetic algorithms: a second report Chen, Shu-heng;Lee, Woh-Chiang; 陳樹衡
國立政治大學 1997-01 Option Pricing with Genetic Algorithms: Separating Out-of-the Money from In-the-Money 陳樹衡; Chen,Shu-Heng; Lee,Who-Chiang
國立政治大學 1997 Option Pricing with Genetic Algorithms: The Case of European- Style Options 陳樹衡;W.-C. Lee
國立政治大學 1998-07 Option Pricing with Genetic Programming 陳樹衡;C.-H. Yeh;W.-C. Lee
國立政治大學 1998-07 Option Pricing with Genetic Programming 陳樹衡;C.-H. Yeh;W.-C. Lee
東吳大學 2014 Option Pricing with Higher Moments Consideration 謝長杰; Hsieh, Chang-Chieh
淡江大學 2012-07 Option Pricing with Markov Switching Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her
淡江大學 2011-03-15 Option Pricing with Markov Switching 王仁和; 傅承德; 胡膺期; 何國華
實踐大學 2013 Option pricing with stochastic liquidity risk: Theory and evidence Feng, S.P.;Hung, M.W.;Wang, Y.H.
臺大學術典藏 2014 Option pricing with stochastic liquidity risk: Theory and evidence Wang, Y.-H.; MAO-WEI HUNG; Hung, M.-W.; Feng, S.-P.; Feng, S.-P.;Hung, M.-W.;Wang, Y.-H.
臺大學術典藏 2022-09-21T23:30:52Z Option pricing with the control variate technique beyond Monte Carlo simulation Chiu, Chun Yuan; Dai, Tian Shyr; YUH-DAUH LYUU; Liu, Liang Chih; Chen, Yu Ting
元智大學 Mar-15 Option Pricing with Time Changed Lévy Processes under Imprecise Information Zhi-Yuan Feng; Johnson T. S. Cheng; Yu-Hong Liu; I-Ming Jiang
淡江大學 2014-07-30 Option smiling when investors’ estimates of asset volatility disagree Lin, Chien-Chih
國立政治大學 2012-12 Option Trading Strategies with Integer Linear Programming 劉明郎; Liu, Ming Long; Liang, Tao; Liu,Hsuan-Ku
淡江大學 2023-08 Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums Hsuan-Ling Chang, Hung-Wen Cheng, Yi-Ding Lei, Jeffrey Tzuhao Tsai
國立臺灣大學 Option-Adjusted Spreads of Mortgage-Backed Securities: a Client/Server System Based on Java and C++ Guo, Jia-Hau
國立臺灣大學 2003 Option-based Capacity Planning for Semiconductor Manufacturing Liang, Yi-Yu; Chou, Yon-Chun
國立臺灣大學 2003-10 Option-based capacity planning for semiconductor manufacturing Liang, Yi-Yu; Chou, Yon-Chun
元智大學 2009-12 Option-Based Compensation in the U.S. Pre and Post the Adoption of SFAS 123R 詹佳縈; Shiau-Lan Su
淡江大學 2012-08 Option-Based Modelling of Technology Choices and Bank Performance Hung, Wei-Ming; Lin, Jyh-Horng
中華大學 2010 Option-based Sentiment Measures and Credit Default Swap Spreads 陳怡璇; Chen, Yi-Hsuan
淡江大學 2021-12-11 Option-Implied Preference Parameter in Almost Stochastic Dominance Chen, Tzu-Ying;Huang, Rachel J.;Lin, Yo-Lan;Tzeng, Larry Y.

Showing items 640926-640950 of 2346260  (93851 Page(s) Totally)
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