| 國立交通大學 |
2014-12-08T15:36:37Z |
Pricing barrier stock options with discrete dividends by approximating analytical formulae
|
Dai, Tian-Shyr; Chiu, Chun-Yuan |
| 淡江大學 |
2001-09 |
Pricing Behavior of Stocks Switching from OTC to TSE listing - Before and After
|
林蒼祥 |
| 國立政治大學 |
2005-01 |
Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension
|
廖四郎;黃星華 |
| 真理大學 |
1999-08 |
Pricing call Warrant with Neural Networks-the case of Taiwan Derivative market
|
李沃牆 |
| 國立政治大學 |
1999 |
Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market
|
Chen, Shu-heng;Lee, Wo-Chiang; 陳樹衡 |
| 國立交通大學 |
2014-12-08T15:28:24Z |
Pricing Capacity-Booking Fees for Semiconductor Fabs with Outsourcing Alternatives
|
Wu, Muh-Cherng; Tsai, Cheng-Hang |
| 元智大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
|
姜一銘; Yu-Hong Liu; Mao-Wei Hung; Cheng-Han Kuei |
| 國立成功大學 |
2008-08 |
Pricing catastrophe derivatives using a recursive evaluation approach
|
Liu, Yu-Hong; Hung, Mao-Wei; Jiang, I-Ming; Kuei, Cheng-Han |
| 國立臺灣大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
|
Hung, M. W.; Liu, Y.; Jiang, I.; Kuei, and C. |
| 國立政治大學 |
2008-10 |
Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses
|
Wu, Yang-Che ; Liao, Szu-Lang ; Shyu, So-De; 吳仰哲;廖四郎;徐守德 |
| 國立高雄應用科技大學 |
2008-05 |
Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models
|
Lin, Shih-Kuei |
| 國立政治大學 |
2008 |
Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models
|
林士貴;徐守德;張嘉倩; Lin, Shih-Kuei;Shyu, David;Chang, Chia-Chien |
| 元智大學 |
Sep-21 |
Pricing catastrophe swaps with default risk and stochastic interest rates
|
駱建陵; Carolyn W.Chang; Jin-Ping Lee; Min-Teh Yu |
| 國立高雄應用科技大學 |
2009-07 |
Pricing Collateralized Debt-Commodity Obligation
|
Chang, C. C.;D., Shyu;Wang, C. W. |
| 元智大學 |
Sep-14 |
Pricing Contingent Claims using the Heath-Jarrow-Morton Term Structure Model and Time-Changed Lévy Processes
|
Yu-Hong Liu; I-Ming Jiang; Zhi-Yuan Fong |
| 國立成功大學 |
2014-09 |
Pricing Contingent Claims Using the Heath-Jarrow-Morton Term Structure Model and Time-Changed L�vy Processes
|
Liu, Yu-Hong; Jiang, I-Ming; Fong, Zhi-Yuan |
| 元智大學 |
2012-06-29 |
Pricing Convertible Bond with Multiple Reset Clauses
|
Yuhong Liu; Zhi-yuan Feng; I-Ming Jiang |
| 臺大學術典藏 |
2002 |
Pricing Convertible Bonds Subject to Default Risk
|
Hung, M.-W.;Wang, J.-Y.; Hung, Mao-Wei; Wang, J.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 國立臺灣大學 |
2002 |
Pricing Convertible Bonds Subject to Default Risk
|
Hung, Mao-Wei; Wang, J. |
| 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 |
2002 |
Pricing convertible bonds subject to default risk
|
Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 國立政治大學 |
2002 |
Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework
|
廖四郎 |
| 朝陽科技大學 |
2024 |
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
|
Chen, Son-Nan; Hsu, Pao-Peng; Liang, Kuo-Yuan; 徐保鵬 |
| 國立政治大學 |
1999 |
Pricing Cross-Currency Equity Swaps
|
廖四郎;M. C. Wang;D. S. Hsyu |
| 淡江大學 |
2013-07 |
Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model
|
Hsieh, Tsung-Yu; Chou, Chi-Hsun; Wu, Ting-Pin; Chen, Son-Nan |
| 亞洲大學 |
2013 |
Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model
|
Hsieh, Tsung-Yu;Chou, Chi-Hsun;Wu, Ting-Pin;Chen, Son-Nan |
| 國立政治大學 |
2014.09 |
Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy
|
江彌修; Chiang, Mi-Hsiu ; Li, Chang-Yi ; Chen, Son-Nan |
| 國立臺灣大學 |
2009-10 |
Pricing decision and lead time setting in a duopoly industry
|
Hong, I-Hsuan; Hsu, Hsi-Mei; Wu, Yi-Mu; Yeh, Chun-Shao |
| 國立交通大學 |
2014-12-08T15:05:04Z |
PRICING DECISION AND LEAD TIME SETTING IN A DUOPOLY SEMICONDUCTOR INDUSTRY
|
Hong, I-Hsuan; Hsu, Hsi-Mei; Wu, Yi-Mu; Yeh, Chun-Shao |
| 國立成功大學 |
2019 |
Pricing Decisions with Product Return and Consumer Fit Uncertainty
|
Nugroho, A.;Hsieh, C.-C. |
| 國立政治大學 |
2015 |
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium
|
Li, Chang-Yi;Chen, Son-Nan;Lin, Shih-Kuei; 林士貴 |
| 國立臺灣大學 |
1998 |
Pricing Differential Swaps with Foreign Currency Denominate Principal
|
Chang, C. C.; Chung, S. L.; Yu, M. T. |
| 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 |
| 國立交通大學 |
2014-12-08T15:38:26Z |
Pricing digital content distribution over heterogeneous channels
|
Li, Yung-Ming |
| 中原大學 |
2005-12 |
Pricing discount for a supply chain coordination policy with price dependent demand
|
Shen-Lian Chung;Hui-Ming Wee; |
| 臺大學術典藏 |
2018-09-10T09:25:46Z |
Pricing discrete Asian barrier options on lattices
|
Hsu, W.W.Y.; Lu, C.-Y.; Kao, M.-Y.; Lyuu, Y.-D.; Ho, J.-M.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:21Z |
Pricing discrete Asian barrier options on lattices.
|
YUH-DAUH LYUU; Ho, Jan-Ming; Lyuu, Yuh-Dauh; Kao, Ming-Yang; Lu, Cheng-Yu; Hsu, William W. Y. |
| 國立臺灣海洋大學 |
2012 |
Pricing discrete Asian barrier options with lattices
|
William Wei-Yuan Hsu; Cheng-Yu Lu; Ming-Yang Kao; Yuh-Dauh Lyuu; Jan-Ming Ho |
| 中原大學 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
戴天時;呂育道 |
| 臺大學術典藏 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Lyuu, Yuh Dauh; Dai, Tian Shyr; Dai, Tian Shyr; Lyuu, Yuh Dauh |
| 國立臺灣大學 |
2004-12 |
Pricing Discrete Dividend-Paying Stock Options with the Stair Tree
|
Dai, Tian Shyr; Lyuu, Yuh Dauh |
| 國立交通大學 |
2014-12-08T15:10:24Z |
Pricing display ads and contextual ads: Competition, acquisition, and investment
|
Li, Yung-Ming; Jhang-Li, Jhih-Hua |
| 國立臺灣大學 |
2005 |
Pricing Double Barrier Options by Combinatorial Approaches
|
Tian-Shyr Dai; Yuh-Dauh Lyuu |
| 臺大學術典藏 |
2005 |
Pricing double barrier options by combinatorial approaches
|
Dai, T.-S.; Lyuu, Y.-D.; YUH-DAUH LYUU |
| 臺大學術典藏 |
2020-05-04T08:21:24Z |
Pricing Double Barrier Options by Combinatorial Approaches.
|
Dai, Tian-Shyr; Lyuu, Yuh-Dauh; YUH-DAUH LYUU |
| 國立高雄第一科技大學 |
2010.10 |
Pricing Effectiveness and Regulation: An Examination of Premium Rating in Taiwan Automobile Insurance
|
Li, Chu-Shiu;Lin, Chih Hao;Liu, Chwen-Chi;Venezian, Emilio |
| 淡江大學 |
2002-09 |
Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts
|
Chu, Quentin C.; 謝文良; Hsieh, Wen-liang |
| 國立臺灣大學 |
2003 |
Pricing European and American Options with Extrapolation
|
Chen, Chao-Jung |
| 國立交通大學 |
2014-12-08T15:25:47Z |
Pricing European Asian options with skewness and kurtosis in the underlying distribution
|
Lo, Keng-Hsin; Wang, Kehluh; Hsu, Ming-Feng |
| 國立高雄師範大學 |
2004-06 |
Pricing European Options Based on the Fuzzy Pattern of Black-Scholes Formula
|
吳憲忠; Hsien-Chung Wu |
