| 臺大學術典藏 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh; Lyuu, Yuh-Dauh |
| 國立臺灣大學 |
2006 |
Option Pricing Models Page188~Page230
|
Lyuu, Yuh-Dauh |
| 國立政治大學 |
2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
|
廖四郎; Lian, Yu-Min;Chen, Jun-Home;Liao, Szu-Lang |
| 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 |
