Showing 1 - 12 results of 12 for search 'Jr-Yan Wang', query time: 0.13s Refine Results
  1. 1
    Prospect Theory and Asset Pricing
    by Jr-yan Wang, 王之彥
    Published 2002
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  2. 2
    A Lattice Model for Pricing Taiwanese Convertible Bonds
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  3. 3
    Generalized Static Hedging Method of American Up-and-Out Put Options under Stochastic Volatility Model
    by Cheng-Hsien Yang, 楊承憲
    Published 2018
    Other Authors: “...Jr-Yan Wang...”
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  4. 4
    Pricing CDOs with Defaultable Trinomial Trees under Different GARCH Processes
    by Shu-Chen Huang, 黃淑珍
    Published 2012
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  5. 5
    A CDO Pricing Model with Bivariate Tree Approach: Considering the Correlation between Stochastic Interest Rate and Stock Price
    by Hsin-Ying Tseng, 曾欣穎
    Published 2012
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  6. 6
    A Comparative Analysis of CDO Pricing Models
    by Pi-Ling Chen, 陳碧玲
    Published 2010
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  7. 7
    A Bivariate Tree Approach for Pricing CDOs: Combination of a Defaultable Tree Model and the Hull-White Interest Rate Model
    by Sheng-Han Wu, 吳昇翰
    Published 2010
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  8. 8
    Pricing American-Style Trend options
    Other Authors: “...Jr-yan Wang...”
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  9. 9
    An Empirical Study of the Effect of Various Types of Executive Stock Options on Firm Performance
    by Yen-yi Chao, 趙晏儀
    Published 2008
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  10. 10
    Variance Reduction for Multi-Variable Monte Carlo Simulation
    by chen shu chiu, 陳淑秋
    Published 2005
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  11. 11
    An Empirical Analysis of Structural Models for Corporate Bond Pricing
    by Yi-Chen Lin, 林易辰
    Published 2014
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  12. 12
    Pricing American Rainbow Options
    by Chia-Yu Lin, 林嘉祐
    Published 2016
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