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Items for Author "Lian, Yu-Min"
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Showing 10 items.
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Collection |
Date |
Title |
Authors |
Bitstream |
| [金融學系] 學位論文 |
2013 |
狀態相依跳躍風險與美式選擇權評價：黃金期貨市場之實證研究 |
連育民; Lian, Yu Min |
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| [金融學系] 期刊論文 |
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 |
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| [金融學系] 期刊論文 |
2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed |
廖四郎; 陳俊洪; 連育民; Liao, Szu-Lang; Chen, Jun-Home; Lian, Yu-Min |
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| [金融學系] 期刊論文 |
2013-12 |
兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵 |
廖四郎; 連育民; 林斯郁; Liao, Szu-Lang |
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| [金融學系] 期刊論文 |
2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market |
廖四郎; Tsai, Tsung-Ying; Lian, Yu-Min; Liao, Szu-Lang |
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| [金融學系] 期刊論文 |
2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks |
廖四郎; Liao, Szu-Lang; Lian, Yu-Min |
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| [金融學系] 期刊論文 |
2015 |
The volatility structure of oil futures market returns: an empirical investigation |
廖四郎; Lian, Yu-Min; Liao, Szu-Lang |
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| [金融學系] 期刊論文 |
2014-10 |
Risk Determinants of Gold Betas |
廖四郎; Lian, Yu-Min; Liao, Szu-Lang |
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| [金融學系] 期刊論文 |
2015-07 |
State-dependent jump risks for American gold futures option pricing |
廖四郎; Lian, Yu-Min; Liao, Szu-Lang; Chen, Jun-Home |
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| [金融學系] 期刊論文 |
2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy |
廖四郎; Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang |
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