Showing 1 - 20 results of 34 for search 'Chung-Gee Lin', query time: 0.08s Refine Results
  1. 1
    Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading
    by Chih-Chen Hsu, Chung-Gee Lin, Tsung-Jung Kuo
    Published 2020-12-01
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    Article
  2. 2
    The Empirical Analysis of TAIFEX Options Trading Strategy－Considering the Skewness and Kurtosis Features of Underlying Assets Distribution
    by Sheng-Ping Huang, 黃昇平
    Published 2014
    Other Authors: “...Chung-Gee Lin...”
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  3. 3
    Enhanced Monte-Carlo Simulation for Pricing American Options with Stochastic Volatility
    by Tzu-Wei Lin, 林子暐
    Published 2009
    Other Authors: “...Chung-Gee Lin...”
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  4. 4
    Valuation of Reset Warrants under Liquidity Costs
    by Chun-Hao Pan, 潘俊豪
    Published 2005
    Other Authors: “...Chung-Gee Lin...”
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  5. 5
    A Gaussian Quadrature Approach for Pricing American GARCH Option
    by Yung-Chun Lin, 林永春
    Published 2005
    Other Authors: “...Chung-Gee Lin...”
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  6. 6
    An Efficient GARCH Numerical Option Pricing Model
    by Jun-wei Chen, 陳俊瑋
    Published 2005
    Other Authors: “...Chung-gee Lin...”
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  7. 7
    Analytic Formulae for Basket Options with Stochastic Volatility
    by Ren - wei Chen, 陳仁維
    Published 2007
    Other Authors: “...Chung-Gee Lin...”
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  8. 8
    Estimating Credit Risk Premium from Convertible Bond Market
    by Meng-Hua Yang, 楊孟樺
    Published 2007
    Other Authors: “...Chung-Gee Lin...”
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  9. 9
    Valuation of Equity Indexed Annuities Embedded Options under Stochastic Volatility Settings
    by Kan-Heng Lee, 李侃衡
    Published 2007
    Other Authors: “...Chung-Gee Lin...”
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  10. 10
    The research of many periods of investment portfolio strategy－Taiwan financial market empirical analysis
    by Hung-Yin Lin, 林虹吟
    Published 2010
    Other Authors: “...Chung-Gee Lin...”
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  11. 11
    The Research of Cross-Period Portfolio Management Strategies－Empirical Analysis of U.S. Financial Market
    by Cheng-Chuan Chen, 陳政全
    Published 2010
    Other Authors: “...Chung-Gee Lin...”
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  12. 12
    Analytic solution for American GARCH option
    by Hui-fang Yu, 游惠芳
    Published 2010
    Other Authors: “...Chung-gee Lin...”
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  13. 13
    Analytical Solution for American Options with Stochastic Volatility Using Barrier Options
    by Chiao-hsin Sun, 孫喬新
    Published 2010
    Other Authors: “...Chung-gee Lin...”
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  14. 14
    Analytic solution for American investment guarantees under stochastic volatility
    by Chen-Yu Heish, 謝承佑
    Published 2010
    Other Authors: “...Chung-Gee Lin...”
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  15. 15
    Analytical Approximate Solutions for American Guarantees with Stochastic Volatility and Stochastic Interest Rates
    by Shuo-Yu Chuang, 莊碩玨
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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  16. 16
    Analytical Approximate Solutions for American Options with Stochastic Volatility and Stochastic Interest Rates Using Barrier Options Models
    by Ruei-Iuan Kuo, 郭瑞源
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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  17. 17
    Analytical Approximate Solutions for American Barrier Options with Stochastic Volatility
    by Yuan-Jui Chi, 戚元瑞
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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  18. 18
    Valuation of Convertible Bonds with GARCH Effects
    by Chia-Chun Pi, 畢家駿
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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  19. 19
    The Study of Foreign Exchange and Total Market Risk for Taiwan Life Insurance Companies under The Foreign Exchange Reserve
    by Pei-Lung Hsu, 許丕榮
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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  20. 20
    The Pricing and Risk Analyses on Foreign Currency Guaranteed Structured Product under Stochastic Volatilities
    by Pai-Chen Lo, 羅百蓁
    Published 2012
    Other Authors: “...Chung-Gee Lin...”
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