| 臺大學術典藏 |
2020-02-20T02:57:04Z |
Factors Associated with Lung Function Decline in Patients with Non-Tuberculous Mycobacterial Pulmonary Disease
|
Lee M.-R.; CHING-YAO YANG; Chang K.-P.; Keng L.-T.; Yen D.H.-T.; Wang J.-Y.; Wu H.-D.; Lee L.-N.; Yu C.-J. |
| 臺大學術典藏 |
2020-02-20T02:57:03Z |
Multi-gene analyses from waste brushing specimens for patients with peripheral lung cancer receiving EBUS-assisted bronchoscopy
|
Yu C.-J.; Yang J.C.H.; Yang P.-C.; Shih J.-Y.; Ruan S.-Y.; Wang J.-Y.; Chen K.-Y.; Jan I.-S.; Tsai T.-H.; CHING-YAO YANG; Ho C.-C.; Liao W.-Y. |
| 臺大學術典藏 |
2020-02-20T02:56:56Z |
Effects of acute critical illnesses on the performance of interferon-gamma release assay
|
Huang C.-T.; Ruan S.-Y.; Tsai Y.-J.; Kuo P.-H.; Ku S.-C.; Lee P.-L.; Kuo L.-C.; Hsu C.-L.; Huang C.-K.; CHING-YAO YANG; Chien Y.-C.; Wang J.-Y.; Yu C.-J. |
| 臺大學術典藏 |
2020-02-19T09:33:41Z |
Efficient undergraduate learning of liver transplant: Building a framework for teaching subspecialties to medical students
|
Ho C.-M.;Wang J.-Y.;Yeh C.-C.;Wu Y.-M.;Ming-Chih Ho;Hu R.-H.;Lee P.-H.; Ho C.-M.; Wang J.-Y.; Yeh C.-C.; Wu Y.-M.; MING-CHIH HO; Hu R.-H.; Lee P.-H. |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
Asset prices under prospect theory and habit formation
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
Asset prices under prospect theory and habit formation
|
Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Rainbow trend options: valuation and applications
|
Wang, J.-Y.;Wang, H.-C.;Ko, Y.-C.;Hung, M.-W.; Wang, J.-Y.; Wang, H.-C.; Ko, Y.-C.; Hung, M.-W.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Rainbow trend options: valuation and applications
|
Wang, J.-Y.;Wang, H.-C.;Ko, Y.-C.;Hung, M.-W.; Wang, J.-Y.; Wang, H.-C.; Ko, Y.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
The valuation of forward-start rainbow options
|
Chen, C.-Y.;Wang, H.-C.;Wang, J.-Y.; Chen, C.-Y.; Wang, H.-C.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
A lattice model for option pricing under GARCH-jump processes
|
Lin, B.-H.; Hung, M.-W.; Wang, J.-Y.; Wu, P.-D.; JR-YAN WANG; Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D. |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
A lattice model for option pricing under GARCH-jump processes
|
Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D.; Lin, B.-H.; Hung, M.-W.; Wang, J.-Y.; Wu, P.-D.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
Erratum to: The valuation of forward-start rainbow options (Review of Derivatives Research, 10.1007/s11147-014-9105-0)
|
Chen, C.-Y.;Wang, H.-C.;Wang, J.-Y.; Chen, C.-Y.; Wang, H.-C.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:05Z |
An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options
|
JR-YAN WANG; Wei, H.-S.; Wang, J.-Y.; Dai, T.-S.; Dai, T.-S.;Wang, J.-Y.;Wei, H.-S. |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump-diffusion-ruin process
|
Chung, S.-L.;Wang, J.-Y.; Chung, S.-L.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:50Z |
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
|
Wang, J.-Y.;Dai, T.-S.; Wang, J.-Y.; Dai, T.-S.; JR-YAN WANG |
| 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 |
2020-02-15T03:52:50Z |
Variance reduction for multivariate Monte Carlo simulation
|
Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
|
Chung, S.-L.;Hung, M.-W.;Wang, J.-Y.; Chung, S.-L.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
|
Chung, S.-L.;Hung, M.-W.;Wang, J.-Y.; Chung, S.-L.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:30Z |
Operational asymptotic stochastic dominance
|
Huang, R.J.;Tzeng, L.;Wang, J.-Y.;Zhao, L.; Huang, R.J.; Tzeng, L.; Wang, J.-Y.; Zhao, L.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:25Z |
Structure of spot rates and duration hedging
|
Lin, B.-H.;Wang, J.-Y.;Tai, S.-W.; Lin, B.-H.; Wang, J.-Y.; Tai, S.-W.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Using forward Monte-Carlo simulation for the valuation of American barrier options
|
Miao, D.W.-C.;Lee, Y.-H.;Wang, J.-Y.; Miao, D.W.-C.; Lee, Y.-H.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Loss aversion and the term structure of interest rates
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:17Z |
Loss aversion and the term structure of interest rates
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-11T07:58:32Z |
Efficient undergraduate learning of liver transplant: Building a framework for teaching subspecialties to medical students
|
Ho C.-M.;Wang J.-Y.;Yeh C.-C.;Yao-Ming Wu;Ho M.-C.;Hu R.-H.;Lee P.-H.; Ho C.-M.; Wang J.-Y.; Yeh C.-C.; YAO-MING WU; Ho M.-C.; Hu R.-H.; Lee P.-H. |
