How Much do Negative Probabilities Matter in Option Pricing?: A Case of a Lattice-Based Approach for Stochastic Volatility Models

by Chung-Li Tseng, Daniel Wei-Chung Miao, San-Lin Chung, Pai-Ta Shih
Published 2021-05-01

Analysis of the Impact of IFRS 17 on Asian Life Insurers and Their Practices: The Case of South Korea

by Li-Ming Wang, 王俐敏
Published 2019

Oil shipping companies valuation in short run: taking COSCO and CMES as example

by Jun-Hao Wu, 吳雋豪
Published 2019

The Predictive Power of the Model-Free Volatility

by Meng-Chun Hsieh, 謝孟均
Published 2019

Evaluating Unpublished Companies by Market Method - Take Biopharmaceutical Industry as an Example

by Tai-Hsuan Chang, 張泰萱
Published 2018

The Reverse Mortgage Under Stochastic Interest Rate Model

by Yu-Ting Hsu, 徐育鼎
Published 2011

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by JYUN-KAI WANG, 王俊凱
Published 2006

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by I-Fang Chen, 陳貽芳
Published 2006

Developing The Investment Decision Model of Venture Capital by Real Option

by Jen-Hao Cheng, 鄭人豪
Published 2003

Fast Algorithm of pricing American Put Option

by Shao-Shu Hung, 洪紹書
Published 2003

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by YI-HAU CHEN, 陳怡豪
Published 2003

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by Zih-Yu Lai, 賴紫瑜
Published 2009

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by Ciao-Ying Wu, 吳巧盈
Published 2009

Volatility Trading Strategies for US Stock Option Market

by Cheng-Feng Yang, 楊承峯
Published 2013

Asset Allocation under VaR or LEL Risk Management Constraint

by Chiung-Hua Yu, 余瓊嬅
Published 2014

VIX option pricing under volatility affine models

by Ming-Hsien Lin, 林明賢
Published 2012

Momentum Strategy and Momentum Crash Management

by Jia-Yi Guo, 郭佳宜
Published 2016

Using Option and Stock Volume Ratio as Trading Strategies

by Chia-Wei Hsu, 許家瑋
Published 2016

An Empirical Studies of the Model-Free Implied Volatility-Use TXO

by Wen-Chin Huang, 黃雯卿
Published 2007

Analyzing Taiwan Stock Index Option by Edgeworth Expansion Method

by Chun-Nan Li, 李俊男
Published 2007