Showing results 4 to 22 of 97
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| Date | Title | Author(s) |
| 4-Aug-2021 | ESG評級收斂之探討 : 以三間評級公司為例 | 余彥良; Yu, Yan-Liang |
| 2-Sep-2022 | GARCH-LSTM波動度集成學習於階層式風險平價目標波動投資組合之建構：以加密貨幣為例 | 曾柏鈞; Tseng, Po-Chun |
| 6-Oct-2010 | Important Sampling for Basket Default Swap Valuation | 江彌修 |
| 6-Oct-2010 | The Key Role Penalty Played | 江彌修 |
| 8-Oct-2018 | A Liquidity-based Betting-against-beta Strategy | 邱信瑜; Chiu, Hsin-Yu; 黃書安; Huang, Shu-An; 江彌修 |
| 27-Oct-2014 | Option Pricing Based on the Alternating Direction Implicit Finite Difference Method | 江彌修; Chiang,Mi-Hsiu |
| 11-Apr-2022 | Predictive Ability of Similarity-based Futures Trading Strategies | 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Kuo, Wei-Yu |
| 6-Oct-2010 | Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes | 江彌修 |
| 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 |
| 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 |
| 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 |
| 26-May-2020 | Relevance of the Disposition Effect on the Options Market: New Evidence | 周冠男; Chou, Robin K.; 江彌修; Mi-Hsiu, Chiang; 邱信瑜; Chiu, Hsin-Yu |
| 12-May-2014 | Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model | 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng ; Li, Chang-Yi |
| 4-Sep-2013 | Variance-Gamma因子聯繫結構模型於違約相關性之描述及應用 | 賴興展 |
| 6-Oct-2010 | an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? | 江彌修 |
| 17-Sep-2009 | 二次擔保債權憑證之評價及其風險衡量－條件機率獨立模型 | 陳嘉祺 |
| 1-Jul-2016 | 以機器學習改善實證相似度技術指標交易策略之研究 | 陳致鈞 |
| 1-Jul-2019 | 以遺傳演算法優化JLS模型的台股崩盤預測 | 郭力帆; Kuo, Li-Fan |
| 4-Aug-2021 | 依稀疏迴歸模型檢驗硬情緒：基於指數報酬的可預測性 | 林彣珊; Lin, Wen-Shan |