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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Institution	Date	Title	Author
元智大學	Sep-14	Pricing Contingent Claims using the Heath-Jarrow-Morton Term Structure Model and Time-Changed Lévy Processes	Yu-Hong Liu; I-Ming Jiang; Zhi-Yuan Fong
元智大學	2011-07	Analytical Upper Bounds for American Exotic Currency Options with a Stochastic Skew Model	Yu-Hong Liu; Zhi-yuan Fong; I-Ming Jiang

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