2013.10 |
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model |
article |
pdf(1277) |
11 | 10 |
2009.09 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
article |
pdf(1144) |
3 | 3 |
2009.12 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
article |
pdf(1092) |
3 | 3 |
2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
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說明頁(1457) |
7 | 3 |
2020-01 |
Relevance of the disposition effect on the options market: New evidence |
期刊論文 |
pdf(230) |
1 | 1 |
2019-12 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
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pdf(213) |
1 | 1 |