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    顯示項目326-350 / 1618. (共65頁)
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    1999 Pricing Cross-Currency Equity Swaps 廖四郎; M. C. Wang; D. S. Hsyu
    2014-09 Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy 江彌修; Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-Nan
    2015 Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium Li, Chang-Yi; Chen, Son-Nan; Lin, Shih-Kuei; 林士貴
    2008 Pricing Generalized Capped Exchange Options 廖四郎; Chou-Wen Wang; Szu-Lang Liao; Ting-Yi Wu
    2014-04 Pricing gold options under Markov-modulated jump-diffusion processes 林士貴; 連育民; 廖四郎; Lin,Shih-Kuei; Lian,Yu-Min; Liao,Szu-Lang
    2010-06 Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model Hsieh, Tsung-Yu; Chen, Son-Nan; 謝宗佑; 陳松男
    2002 The Pricing Models of Cross-Currency Equity Swaps and Swaptions 廖四郎; M. C. Wang
    2003 Pricing Models of Equity Swaps 廖四郎; Wang,Ming-Chieh; Liao,Szu-Lang
    2018 Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market 林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei
    2017-11 Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen
    2009-06 Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes Hung, Y. C.; Lin, Shih-Kuei; Wu, C. W.; 林士貴
    2018-12 Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang,  Mi-Hsiu
    2012-12 The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model 江彌修; Chiang,Mi-Hsiu
    2009-10 Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes 廖四郎; 徐保鵬; Liao, Szu-Lang; Hsu, Pao-Peng
    2017 Product market competition, R&D investment choice, and real earnings management 廖四郎; Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, Hao-Chang
    2016-01 Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter? 黃台心; 李起銓; 黃台心
    2016-01 Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter? 李起銓; 黃台心
    2011-01 Quantitative mapping of scientific research-The case of electrical conducting polymer nanocomposite Lee, Pei-Chun; Su, H.-N.; 李培均
    2008 Quanto Average Rate Options on a Lognormal Interest Rate Model 陳瑞彬; 陳松男; 吳庭斌
    2009 The random walk hypothesis revisited: evidence from the 16 OECD stock prices Shen, Chung-Hua; Chen, Shyh-Wei; 沈中華
    1995 A Re-examination of the Pork Bellies Futures Price Under Price Limit 沈中華
    2007-05 Real Effect of Money on Real Stock Price in Taiwan Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
    2001 Real Option and Product Life Cycles 廖四郎; C. S. Cheng; L. K. Hu
    2007-07 Reconfirming Non-linearity in the Stock Price-Dividend Relation: Evidence from Long Span Data for the U.S. Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
    2014-02 A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu; 林士貴; 林建秀

    顯示項目326-350 / 1618. (共65頁)
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