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Institution	Date	Title	Author
國立政治大學	2003	Empirical Performance and Asset Pricing in Hidden Markov Model	Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴
國立政治大學	2003	Empirical Performance and Asset Pricing in Markov Jump Diffusion Models	林士貴; Lin, Shih-Kuei
國立政治大學	2004-01	Empirical Performance of Bias-Reducing Estimators for Regenerative Steady-State Simulations	謝明華;D. Iglehart;P. Glynn; Hsieh,Ming-Hua ;D. Iglehart;P. Glynn; Hsieh,Ming-Hua
元智大學	Jun-23	Empirical performance of component GARCH models in pricing VIX term structure and VIX futures	駱建陵; Hung-Wen Cheng; Li-Han Chang; Jeffrey Tzuhao Tsai
淡江大學	2023-03-11	Empirical Performance of Component GARCH Models in Pricing VIX Term Structure and VIX Futures	Chang, Li-han
東海大學	2008	Empirical performance of multi-factor term structure models for pricing and hedging Eurodollar futures options	Kuo, I-Doun and Y. N. Lin; 郭一棟
國立臺灣海洋大學	2009	Empirical Performance of Multi-Factor Term Structure Models for Pricing and Hedging Eurodollar Futures Options,	I-Doun Kuo; Yueh-Neng Lin
東海大學	2009	Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options	Kuo I.-D., Lin Y.-N.
國立臺灣大學	2009-03	Empirical Performance of the Constant Elasticity Variance Option Pricing Model	李賢源; Chen, Ren-Raw; Lee, Cheng-Few
臺大學術典藏	2018-09-10T07:44:45Z	Empirical Performance of the Constant Elasticity Variance Option Pricing Model	Chen, Ren-Raw;Lee, Cheng-Few; Chen, Ren-Raw; Lee, Cheng-Few; SHYAN-YUAN LEE

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