Showing results 209 to 228 of 476
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| Date | Title | Author(s) |
| 11-Nov-2013 | The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory | 廖四郎; Hsua, Pao-Peng ;Liao,Szu-Lang |
| 11-Apr-2022 | Predictive Ability of Similarity-based Futures Trading Strategies | 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Kuo, Wei-Yu |
| 23-Mar-2015 | Price Common Volatility or Volume Common Volatility? Evidence from Taiwan`s Exchange Rate and Stock Markets | Shen, Chung-Hua;Chen, Shyh-wei; 沈中華 |
| 19-Dec-2019 | Price discovery and price leadership of various investor types: Evidence from Taiwan futures markets | 林靖庭; Lin, Ching-Ting; Chen, Wei-Kuang |
| 27-Oct-2014 | Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options | 林士貴; Hsu,Chih-Chen ;Lin,Shih-Kuei ;Chen,Ting-Fu |
| 19-Dec-2019 | Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options | 林士貴; Hsu*, Chih-Chen;; Lin, Shih-Kuei; Chen, Ting-Fu |
| 17-Mar-2014 | Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes | 廖四郎;徐保鵬; Liao, Szu-Lang;Hsu, Pao-Peng |
| 27-Mar-2014 | The Pricing and Hedging of Structured notes with Systematic Jump Risk: An Analysis of the USD Knock-Out Reversed Swap | Wang, S. Y.;Lin, Shih-Kuei; 林士貴 |
| 17-Feb-2014 | Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses | Wu, Yang-Che ; Liao, Szu-Lang ; Shyu, So-De; 吳仰哲;廖四郎;徐守德 |
| 8-Jan-2016 | Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models | 林士貴;徐守德;張嘉倩; Lin, Shih-Kuei;Shyu, David;Chang, Chia-Chien |
| 22-Oct-2014 | Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy | 江彌修; Chiang, Mi-Hsiu ; Li, Chang-Yi ; Chen, Son-Nan |
| 9-Oct-2014 | Pricing gold options under Markov-modulated jump-diffusion processes | 林士貴;連育民;廖四郎; Lin,Shih-Kuei;Lian,Yu-Min;Liao,Szu-Lang |
| 15-Sep-2015 | Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model | Hsieh, Tsung-Yu;Chen, Son-Nan; 謝宗佑;陳松男 |
| 21-Mar-2018 | Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market | 林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei |
| 18-Sep-2017 | Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen |
| 27-Mar-2014 | Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes | Hung, Y. C.;Lin, Shih-Kuei;Wu, C. W.; 林士貴 |
| 7-Dec-2018 | Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps | Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu |
| 15-Mar-2019 | Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu |
| 20-Nov-2013 | The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model | 江彌修; Chiang,Mi-Hsiu |
| 24-Mar-2014 | Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes | 廖四郎;徐保鵬; Liao, Szu-Lang ; Hsu, Pao-Peng |