| 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 |
