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    Items for Author "Zhu, Wenjun" 

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    Showing 9 items.

    Collection Date Title Authors Bitstream
    [金融學系] 學位論文 2002 隨機利率下選擇權訂價模型 王昭文
    [金融學系] 期刊論文 2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework 楊曉文; Yang, Sharon S.; 王昭文; Wang, Chou-Wen; 劉議謙; Liu, I-Chien
    [金融學系] 期刊論文 2003-09 The Valuation and Hedging Strategies of High Yield Notes 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
    [金融學系] 期刊論文 2003-03 組合型選擇權之評價及其在投資組合避險策略上之應用 廖四郎; 呂桔誠; 王昭文
    [金融學系] 期刊論文 2002 The Valuation of Reset Options with Multipla Strike Resets and Reset Dates 廖四郎; 王昭文; Liao, Szu-Lang; Wang, Chou-Wen
    [金融學系] 期刊論文 2002 Pricing Arithmetic Average Reset Options with Control Variates 廖四郎; 王昭文; LIAO, SZU-LANG; WANG, CHOU-WEN
    [風險管理與保險學系] 期刊論文 2017-04 Modeling Multicountry Longevity Risk with Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas Approach 王昭文; Zhu, Wenjun; Tan, Ken Seng; Wang, Chou-Wen
    [風險管理與保險學系] 期刊論文 2016-08 Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests 陳建成; Zhu, Wenjun; Wang, Chou Wen; Tan, Ken Seng
    [風險管理與保險學系] 期刊論文 2015-03 Age-specific copula-AR-GARCH mortality models Lin, T.; Wang, Chouwen; Tsai, C.C.L.; 王昭文

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