Showing results 195 to 214 of 476
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| Date | Title | Author(s) |
| 15-Jun-2015 | On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches | Chiang, Mi Hsiu;Chiu, Hsin Yu;Wang, Ying Hsin; 江彌修;邱信瑜;王盈心 |
| 6-Jul-2022 | Optimal Carry Trade Portfolio Choice under Regime Shifts | 林建秀; Lin, Chien-Hsiu; Chen, Chih-Nan |
| 27-Oct-2014 | Option Pricing Based on the Alternating Direction Implicit Finite Difference Method | 江彌修; Chiang,Mi-Hsiu |
| 21-Nov-2018 | Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits | Chiang, Mi-Hsiu; 陳威光; Chen, Wei-Kuang; Cheng, Chi-Hung |
| 30-Jun-2016 | Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy | 廖四郎; Lian, Yu-Min;Chen, Jun-Home;Liao, Szu-Lang |
| 17-Jun-2021 | Option pricing under stock market cycles with jump risks: evidence from the S | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun Wang; Chuang, Ming-Che; Shyu , So-De |
| 13-Nov-2013 | Option Pricing Using the Martingale Approach with Polynomial Interpolation | 廖四郎; Wang, Ming-Chieh ; Huang, Li-Jhang ; Liao, Szu-Lang |
| 20-Nov-2013 | Option Pricing Using the Martingale Approach with Polynomial Interpolation | 廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |
| 31-Mar-2014 | Outward Foreign Direct Investment and Technical Efficiency: Evidence from Taiwan``s Manufacturing Firms | Yang, Shu-Fei ; Chen, Kun-Ming ; Huang, Tai-Hsin; 黃台心 |
| 24-Apr-2014 | Outward Foreign Direct Investment and Technical Efficiency: Evidence from Taiwan`s Manufacturing Firms | 黃台心;陳坤銘; Yang, Shu-Fei ; Chen, Kun-Ming ; Huang, Tai-Hsin |
| 27-Oct-2014 | A Parametric Estimation of Bank Efficiencies Using a Flexible Profit Function with Panel Data | 黃台心; Huang,Tai-Hsin |
| 21-Jul-2020 | Pension Reform and Building a Sustainable Pension System in Taiwan | 楊曉文; Yang, Sharon S. |
| 18-Mar-2015 | Performance Comparison between Foreign Banks and Domestic Banks for Asian Emerging Markets-Correcting Selection Bias by Matching Methods | Shen, Chung-Hua;Chang, Yuan;Chang, Pei-Fang; 沈中華 |
| 20-Nov-2013 | Population and Economic Growth: a Simultaneous Equation Perspective | 黃台心; Huang,Tai-Hsin;Xie,Zixiong |
| 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 |