Showing results 14 to 33 of 83
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| Date | Title | Author(s) |
| 4-Jan-2017 | G-10國家匯率動態過程與選擇權評價：馬可夫調控模型之實證 | 吳安琪 |
| 1-Jul-2021 | GSMM模型下可贖回固定期限交換價差區間計息型商品評價與敏感度分析 | 黃子瑋; Huang, Zi-Wei |
| 1-Feb-2021 | IFRS 17下保單貸款行為對準備金的影響：以10年期生死合險為例 | 吳浚和; Wu, Chun-He |
| 31-Mar-2014 | An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks | Wang, R. H.;Lin, Shih-Kuei;Fuh, C. D.; 林士貴 |
| 19-Dec-2019 | Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例 | 林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; 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 |
| 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 |
| 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 |
| 10-Dec-2015 | Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium | Li, Chang-Yi;Chen, Son-Nan;Lin, Shih-Kuei; 林士貴 |
| 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 |
| 15-Mar-2019 | Realized Jump Risks in the U.S. TB and TIPS Markets | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi |
| 27-Mar-2014 | Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk | Lin, Shih-Kuei;Wang, R. H.;Fuh, C. D.; 林士貴 |
| 21-Jan-2021 | Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps | 林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu |
| 31-Mar-2014 | A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications | Chang, Charles ; Fuh, Cheng-Der ; Lin, Shih-Kuei; 林士貴 |
| 20-Nov-2013 | A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications | 林士貴; Lin,Shih-Kuei ; Chang,Charles ; Fuh,Cheng-Der |