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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)
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Institution Date Title Author
元智大學 2011-07 Analytical Upper Bounds for American Exotic Currency Options with a Stochastic Skew Model Yu-Hong Liu; Zhi-yuan Fong; I-Ming Jiang
元智大學 2011-03 The Valuation of Reset Options When Underlying Assets Are Autocorrelated Yu-Hong Liu,; I-Ming Jiang; Shih-Cheng Lee; Yu-Ting Chen
元智大學 2011-03 The Valuation of Reset Options When Underlying Assets Are Autocorrelated Yu-Hong Liu,; I-Ming Jiang; Shih-Cheng Lee; Yu-Ting Chen
元智大學 2010-11 Testing the Ohlson Model-Fractional Cointegration Approach Shih-Cheng Lee; I-Ming Jiang; Yu-Hong Liu
元智大學 2010-09 Vulnerable Option Pricing under Heterogeneity and Its Applications in Taiwan Warrant Market Yu-Hong Liu; I-Ming Jiang
元智大學 2008-12 Non-identically Rational Option Pricing and Its Application 姜一銘; Yu-Hong Liu; Meng-Kun Lai
元智大學 2008-08 Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach 姜一銘; Yu-Hong Liu; Mao-Wei Hung; Cheng-Han Kuei

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