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Showing items 31-40 of 109 (11 Page(s) Totally)
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| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
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Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing foreign equity options under l?vy processes
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Huang, S.-C.;Hung, M.-W.; Huang, S.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing vulnerable options in incomplete markets
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Hung, M-W.; Liu, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Volatility and maturity effects in the Nikkei index futures
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Chen, Y.-J.;Duan, J.-C.;Hung, M.-W.; Chen, Y.-J.; Duan, J.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
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Guo, J.-H.;Hung, M.-W.;So, L.-C.; Guo, J.-H.; Hung, M.-W.; So, L.-C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options
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Chang, L.-F.;Guo, J.-H.;Hung, M.-W.; Chang, L.-F.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
Price movements and price discovery in the municipal bond index and the index futures markets
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Hung, M.?W.;Zhang, H.; Hung, M.?W.; Zhang, H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
Limit hits and informationally-related stocks
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Guo, J.-H.;Chang, L.-F.;Hung, M.-W.; Guo, J.-H.; Chang, L.-F.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
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Chang, J.-R.;Hung, M.-W.;Tsai, F.-T.; Chang, J.-R.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:52Z |
A generalization of rubinstein's "pay now, choose later"
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Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
Showing items 31-40 of 109 (11 Page(s) Totally)
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