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日期	題名	作者
1996	Pricing catastrophe insurance futures call spreads: A randomized operational time approach	Chang,CW; Chang,JSK; Yu,MT
2016-07-06	PRICING DYNAMIC GUARANTEED FUND WITH JUMP RISK AND INTEREST RATE RISK	謝明翰; Heish,Ming-Han
2008	Pricing European Asian options with skewness and kurtosis in the underlying distribution	Lo,Keng-Hsin; Wang,Kehluh; Hsu,Ming-Feng
2007	Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump	Chou,Ching-Sung; Lin,Hsien-Jen
2004	Pricing options with American-style average reset features	Chang,CC; Chung,SL; Shackleton,MB
2011-08-01	Pricing Reverse Mortgage Products--	黃志偉
2009	Pricing Weather Derivatives using a Predicting Power Time Series Process	Chang,CC; Lin,JB; Shen,WM
2005	Primer design for multiplex PCR using a genetic algorithm	Lin,Feng-Mao; Huang,Hsien-Da; Huang,His-Yuan; Horng,Jorng-Tzong
2007	Primer design for multiplex PCR using a genetic algorithm	Wu,Li-Cheng; Horng,Jorng-Tzong; Huang,Hsi-Yuan; Lin,Feng-Mao; Huang,Hsien-Da; Tsai,Meng-Feng
2015-08-24	A Primer on BMO	王權豪; Hao,Ooi Keng

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