| 臺大學術典藏 |
2004 |
Option Pricing on Stocks with Known and Path-Dependent Dividends
|
Tian-Shyr Dai; Yuh-Dauh Lyuu; Tian-Shyr Dai; Yuh-Dauh Lyuu |
| 國立臺灣大學 |
2004 |
Option Pricing on Stocks with Known and Path-Dependent Dividends
|
Tian-Shyr Dai; Yuh-Dauh Lyuu |
| 國立彰化師範大學 |
2010-09 |
Option Pricing under Copula-Based Asymmetric Dynamic Leverage Effects
|
Huang, Lin-Ying; Huang, Shian-Chang |
| 國立臺灣科技大學 |
2014 |
Option pricing under jump-diffusion models with mean-reverting bivariate jumps
|
Miao, D.W.-C.;Lin, X.C.-S.;Chao, W.-L. |
| 東海大學 |
2010 |
Option pricing under Markov-switching GARCH processes
|
陳昭君; Chen, Chao-Chun and Hung, Ming-Yang |
| 國立暨南國際大學 |
2013 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
Huang, LJ; Huang, LJ |
| 國立暨南國際大學 |
2013 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
王銘杰; Wang, MC |
| 國立政治大學 |
2013.09 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
廖四郎; Wang, Ming-Chieh ; Huang, Li-Jhang ; Liao, Szu-Lang |
| 國立政治大學 |
2012.05 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |
| 國立臺灣科技大學 |
2013 |
Option pricing when asset returns jump interruptedly
|
Miao, D.W.-C.;Yu, S.H.-T. |
| 亞洲大學 |
2011-12 |
Option pricing when investors have heterogeneous beliefs about the volatility of underlying assets
|
廖美華;Liao, Meihua |
| 國立政治大學 |
1998 |
Option Pricing When Stock Price Under Price Limits
|
陳威光 |
| 國立政治大學 |
1997 |
Option pricing when underlying asset is subject to the price limit
|
沈中華 |
| 國立政治大學 |
1996 |
Option Pricing When Underlying Asset Subject to Price Limits
|
陳威光 |
| 亞洲大學 |
2010 |
Option Pricing with a Normally Distributed
|
巫和懋 Ho-Mou Wu, 林建志 Chien-Chih Lin |
| 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. |
| 中華大學 |
2011 |
Option-implied Sentiment Measures and Credit Default Swap Spreads
|
陳怡璇; Chen, Yi-Hsuan |
| 嘉南藥理大學 |
2009 |
Option/Bio
|
Elsevier SDOL |
| 國立臺灣海洋大學 |
2007 |
Optional conditions of PGE2 production and seasonal variation of PGE2 level in Gracilaria coforvoides
|
Hsu B. Y.;C. Y. Tsao;T. K. Chiou;D. F. Hwang |
| 國立臺灣大學 |
1994 |
Optional Representation for Semimartingale ICM94
|
周青松; Chou, Ching-Sung |
| 中華大學 |
2004 |
Optional Satellite Attitude Control System Design by Combination of EigenStructure Assignment and LEQG/LTR Methods
|
林君明; Lin, Jium-Ming |
| 東海大學 |
2011-05 |
Options Analysis and Knowledge Management: Implications for Theory and Practice.
|
Chen, M. Y. and Chen, C. C.; 陳佳楨 |
| 國立臺灣大學 |
2005 |
Options and Futures: 臺灣期貨市場建構之金融地理學分析
|
陳品先; Chen, Pin-Hsien |
| 國立高雄第一科技大學 |
2017-05-05 |
Options and the Tailoring of Risk/Return Characteristics for the Underlying Asset: Theory and Empirical Test
|
Hung, Li-Chin; 洪麗琴 |
| 國立臺灣大學 |
2005 |
Options for Improving Energy Efficiency of Intermodal Freight Trains
|
Lai, Y.C.; Barkan, C.P.L. |
| 國立臺灣大學 |
2001-01 |
Options for the Control of Influenza IV
|
King, Chwan-Chuen; Kao, Chuan-.Liang.; Liu, Ding-Ping; Cheng, Min-Chu; Yen, Hui-Lin |
