| 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 |
