Showing results 32 to 51 of 83
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| Date | Title | Author(s) |
| 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 |
| 14-Jul-2016 | The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices | 林士貴; Hsu, Chih-Chen;Chen, An-Sing;Lin, Shih-Kuei;Chen, Ting-Fu |
| 27-Dec-2022 | Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies | 林士貴; Lin, Shih-Kuei; Tsai, Pei-Ling;Hsu, Yuan-Lin;Chih, Hsiang-Hsuan |
| 21-Jan-2021 | Valuation and Empirical Analysis of Currency Options | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
| 17-Jun-2021 | Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts | 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
| 17-Jun-2021 | Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model | 林士貴; Lin, Shih-Kuei |
| 27-Mar-2014 | Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes | Chang, C. C.;Lin, S. K.;Yu, M. T.; 林士貴 |
| 27-Mar-2014 | The Valuation of Contingent Capital with Catastrophe Risks | Lin, Shih-Kuei ; Chang, C. C.;Powers, M. R.; 林士貴 |
| 17-Dec-2015 | Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option | 林士貴; Tsai, P. L.;Lin, S. K.;Chih, H. H. |
| 1-Aug-2022 | 以SOFR期貨建構利率期限結構：考慮跳躍過程之無套利Nelson-Siegel方法 | 葉宗瑋; Ye, Zong-Wei |
| 1-Jun-2016 | 以羅吉斯與類神經模型辨別台灣選擇權與期貨市場間的有效套利機會 | 宋鴻緯; Sung, Hong Wei |
| 11-Jul-2017 | 分析師樣本公司之因子模型 : 台灣市場實證分析 | 阮彥勳; Juan, Yen Hsun |
| 6-Jul-2022 | 分析師樣本公司之因子模型: 台灣市場實證分析 | 林士貴; Lin, Shih-kuei; 阮彥勳;林朝陽; Juan, Yen-hsun;Lin, Chao-yang |
| 25-Aug-2014 | 在Heston架構下評價VIX選擇權與實證分析 | 李多達; Lido, Daouda |
| 26-Dec-2017 | 在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險：GARCH 與 SV 模型之應用 | 林士貴 |
| 2-Feb-2018 | 在金融海嘯前中後波動度與跳躍風險在現貨市場與選擇權市場之研究 | 鍾長恕; Chung, Chang-Shu |
| 10-Feb-2022 | 基於SOFR期貨校估利率市場期間結構: Covid-19與非Covid-19時期之比較 | 張弘仕; Zhang, Hong-Shi |
| 13-Jul-2015 | 多因子蒙地卡羅與樹狀圖模型評價可轉換公司債 | 柯秉誠 |
| 25-Jun-2012 | 巨災與氣候衍生性商品之定價、避險與實証分析(I) | 林士貴 |