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Showing items 641896-641905 of 2348674 (234868 Page(s) Totally)
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| 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 |
| 淡江大學 |
2014-07-30 |
Option smiling when investors’ estimates of asset volatility disagree
|
Lin, Chien-Chih |
| 國立政治大學 |
2012-12 |
Option Trading Strategies with Integer Linear Programming
|
劉明郎; Liu, Ming Long; Liang, Tao; Liu,Hsuan-Ku |
| 淡江大學 |
2023-08 |
Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums
|
Hsuan-Ling Chang, Hung-Wen Cheng, Yi-Ding Lei, Jeffrey Tzuhao Tsai |
| 國立臺灣大學 |
|
Option-Adjusted Spreads of Mortgage-Backed Securities: a Client/Server System Based on Java and C++
|
Guo, Jia-Hau |
| 國立臺灣大學 |
2003 |
Option-based Capacity Planning for Semiconductor Manufacturing
|
Liang, Yi-Yu; Chou, Yon-Chun |
Showing items 641896-641905 of 2348674 (234868 Page(s) Totally)
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