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"wang j y"的相關文件
顯示項目 926-935 / 1331 (共134頁)
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| 臺大學術典藏 |
2020-02-15T03:52:50Z |
Pricing convertible bonds subject to default risk
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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
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Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:52:47Z |
Tight bounds on American option prices
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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
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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
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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
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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
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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
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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
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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
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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. |
顯示項目 926-935 / 1331 (共134頁)
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