臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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	Repositories
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	2019臺灣學術機構典藏研討會
	機構典藏系統RC7版本已發佈

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Institution	Date	Title	Author
國立臺灣海洋大學	2016	Using VIX Futures to Hedge Forward Implied Volatility Risk	Yueh-Neng Lin; Anchor Y. Lin
國立臺灣海洋大學	2014	Herding of Institutional Investors and Margin Traders on Extreme Market Movements	Anchor Y. Lin; Yueh-Neng Lin
國立臺灣海洋大學	2010-12	Consistent Modeling of S&P 500 and VIX Derivatives	Yueh-Neng Lin; Chien-Hung Chang
國立臺灣海洋大學	2010	The Link between Intraday Signals and Call Warrant Mispricing	Yueh-Neng Lin; Shih-Kuo Yeh; Shih-Ching Chuan; Steven J. Jordan
國立臺灣海洋大學	2010	VIX Option Pricing and CBOE VIX Term Structure: A New Methodology for Volatility Derivatives Valuation	Yueh-Neng Lin
國立臺灣海洋大學	2009	Empirical Performance of Multi-Factor Term Structure Models for Pricing and Hedging Eurodollar Futures Options,	I-Doun Kuo; Yueh-Neng Lin
國立臺灣海洋大學	2007-12	Pricing VIX Futures: Evidence from Integrated Physical and Risk-Neutral Probability Measures	Yueh-Neng Lin
國立臺灣海洋大學	2007	Incentive Effect for Performance-Vested Employee Stock Options	Yueh-Neng Lin; I-Doun Kuo

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