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Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model |
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11 | 10 |
| 2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
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| 2009.09 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
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| 2009.12 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
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| 2021-03 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
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2 | 1 |
| 2019-01 |
Are Investors Always Compensated for Information Risk? Evidence from Chinese Reverse-Merger Firms |
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1 | 無資料 |
| 2012.12 |
The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model |
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0 | 無資料 |
| 2012-12 |
跳躍擴散模型下固定比例債務債券之評價、風險構面與其避險機制 |
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| 2014-09 |
On the characterization and information contents of dynamic default correlation under the doubly stochastic assumption: the case of iTraxx CDO tranches |
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| 2021-09 |
Predictive Ability of Similarity-based Futures Trading Strategies |
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| 2024-02 |
Retrieving almost stochastic Dominance momentum in Taiwan stock market |
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