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School of Management at National Central University
Graduate Institute of Finance
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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...
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Showing items 1-10 of 52. (6 Page(s) Totally)
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Date
Title
Authors
2009
An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks
Wang,RH
;
Lin,SK
;
Fuh,CD
2009
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan,CM
;
Yeh,JH
;
Hsu,YC
2009
Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
Chang,CC
;
Hsieh,PF
;
Lai,HN
2009
Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan
Huang,RD
;
Shiu,CY
2009
Pricing Weather Derivatives using a Predicting Power Time Series Process
Chang,CC
;
Lin,JB
;
Shen,WM
2009
STRATEGIC ORDER SPLITTING, ORDER CHOICE, AND AGGRESSIVENESS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE
Chou,RK
;
Wang,YY
2009
The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans
Yang,SS
;
Huang,HC
2008
Characteristics, covariances, and structural breaks
Chou,Pin-Huang
;
Ko,Kuan-Cheng
2008
MARKET REACTIONS TO THE PASSAGE OF THE FINANCIAL HOLDING COMPANY ACT IN TAIWAN
Wang,Jane-Sue
;
Chen,Jing-Twen
;
Chou,Pin-Huang
2008
Valuation of the interest rate guarantee embedded in defined contribution pension plans
Yang,Sharon S.
;
Yueh,Meng-Lan
;
Tang,Chun-Hua
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