| 國立交通大學 |
2014-12-08T15:08:21Z |
Pricing schemes for digital content with DRM mechanisms
|
Li, Yung-Ming; Lin, Chia-Hao |
| 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. |
| 元智大學 |
Apr-17 |
Pricing Stock Options with State-Dependent Jump-to-Default
|
張森林; 駱建陵; 石百達 |
| 元智大學 |
Apr-17 |
Pricing Stock Options with State-Dependent Jump-to-Default
|
張森林; 駱建陵; 石百達 |
| 臺大學術典藏 |
2022-04-26T06:17:45Z |
Pricing strategies for logistics robot sharing platforms
|
Liu S;Hua G;Cheng T.C.E;Choi T.-M;Dong J.-X.; Liu S; Hua G; Cheng T.C.E; Choi T.-M; Dong J.-X.; TSAN MING CHOI |
| 臺大學術典藏 |
2018-09-10T04:16:30Z |
Pricing Strategies with Network Externalities between and within 2 Groups of Customers
|
蔣明晃;鄧景宜; 蔣明晃; 鄧景宜; MING-HUANG CHIANG |
| 南台科技大學 |
2006-12 |
Pricing Strategy Analysis for Collective Purchasing E-Commerce
|
陳炳文; Yung-Ming Li; Ting-Kai Hwang; Ping-Wen Chen |
| 國立臺灣大學 |
2000-05-21 |
Pricing Strategy for B2B Services Using Marketing Methodology
|
簡東杰; 劉東慶; 金元宇; 吳珮玲 |
| 國立高雄第一科技大學 |
2013.12 |
Pricing Survivor Derivatives With Cohort Mortality Dependence Under The Lee-Carter Framework
|
Wang, Chou-Wen;Yang, Sharon S.; 王昭文 |
| 國立政治大學 |
2013-12 |
PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK
|
Wang, Chou-Wen;Yang, Sharon S.; 楊曉文 |
| 國立中正大學 |
2012 |
Pricing Swing Options within Stochastic Volatility Model by Least Square Monte Carlo
|
黃皓淳; Huang, Hao-Chun |
| 國立政治大學 |
2012-12 |
Pricing the American Options from the Viewpoints of Traders
|
劉明郎; Liu, Ming Long; Liu, Hsuan Ku |
| 亞洲大學 |
2010 |
Pricing the Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts
|
Tsung-Yu Hsieh, Son-Nan Chen |
| 國立政治大學 |
2018-12 |
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps
|
Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu |
| 國立政治大學 |
2018 |
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps
|
林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu |
| 國立臺灣大學 |
1994 |
Pricing to Market-Some Evidence from Taiwan
|
劉碧珍; Liu, Bin Jane |
| 亞洲大學 |
2010 |
Pricing Two-Asset Double Barrier Options Using the Hybrid Method
|
Andrew M.L.Wang , Y.L.Hsiao |
| 國立成功大學 |
2018-11-20 |
Pricing under internal and external competition for remanufacturing firms with green consumers
|
Ho;Jyh-Wen;Huang;Yeu-Shiang;Hsu;Chi-Lun |
| 國立臺灣海洋大學 |
2007-12 |
Pricing VIX Futures: Evidence from Integrated Physical and Risk-Neutral Probability Measures
|
Yueh-Neng Lin |
| 亞洲大學 |
2014-06 |
Pricing VIX futures: Evidences from S&P 500 and VIX indexes
|
Jung-Hsien, C;Chang, Jung-Hsien;蔡豐澤;Chun, Wen-Tau;Chung, Wen-Tau |
| 臺大學術典藏 |
2007 |
Pricing Vulnerable American Options with Correlated Credit Risk
|
Hung, Mao-Wei; Chang, L.; Hung, Mao-Wei; Chang, L. |
| 國立臺灣大學 |
2007 |
Pricing Vulnerable American Options with Correlated Credit Risk
|
Hung, Mao-Wei; Chang, L. |
| 臺大學術典藏 |
2020-02-15T03:52:42Z |
Pricing vulnerable american-style exchange options with correlated credit risk
|
Chang, L.;Hung, M.; Chang, L.; Hung, M.; MAO-WEI HUNG |
| 元智大學 |
2020/1/18 |
Pricing Vulnerable Asian Options with Correlated Credit Risk under Jump-Diffusion Process
|
Yu-Hong Liu; I-Ming Jiang |
| 義守大學 |
2008-03 |
Pricing Vulnerable Options
|
Ging-Ginq Pan;Tu-Cheng Wu |
