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Price limits, margin requirements, ...
A binomial option pricing model und...
The relative efficiencies of price ...
The binomial Black-Scholes model an...
The accuracy and efficiency of alte...
Review of synthesis of no-arbitrage...
Pricing American options on foreign...
Option pricing in a multi-asset, co...
Credit enhancement and loan default...
The effectiveness of coordinating p...
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顯示項目11-20 / 52. (共6頁)
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2008
Value versus growth: stochastic dominance criteria
Abhyankar,Abhay
;
Ho,Keng-Yu
;
Zhao,Huainan
2008
Value versus growth: stochastic dominance criteria (vol 8, pg 693, 2008)
Abhyankar,Abhay
;
Ho,Keng-Yu
;
Zhao,Huainan
2008
Weather and intraday patterns in stock returns and trading activity
Chang,Shao-Chi
;
Chen,Sheng-Syan
;
Chou,Robin K.
;
Lin,Yueh-Hsiang
2007
An efficient algorithm for basket default swap valuation
Chiang,Mi-Hsiu
;
Yueh,Meng-Lan
;
Hsieh,Ming-Hua
2007
Generalized analytical upper bounds for American option prices
Chung,San-Lin
;
Chang,Hsieh-Chung
2007
Richardson extrapolation techniques for the pricing of American-style options
Chang,Chuang-Chang
;
Chung,San-Lin
;
Stapleton,Richard C.
2007
The market quality of dealer versus hybrid markets: The case of moderately liquid securities
Lai,Hung-Neng
2007
The Euro and European financial market dependence
Bartram,SM
;
Taylor,SJ
;
Wang,YH
2006
Decimalization, trading costs, and information transmission between ETFs and index futures
Robin K. Chou,Huimin Chung
2006
Margins and price limits in Taiwan's stock index futures market
PIN-HUANG CHOU,MEI-CHEN LIN,MIN-TEH YU
顯示項目11-20 / 52. (共6頁)
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