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日期	題名	作者
2014-09	Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy	江彌修; Chiang, Mi-Hsiu; Li, Chang-Yi; Chen, Son-Nan
2015	Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium	Li, Chang-Yi; Chen, Son-Nan; Lin, Shih-Kuei; 林士貴
2006-10	Pricing-Enabled QoS for UMTS/WLAN Network	張宏慶
2004-12	Pricing-Enabled QoS Guarantee For Differentiated Service Network	Shih-Fa Lin; 蔡子傑
2020-09	Pricing fair deposit insurance: Structural model approach	陳鴻毅; Chen, Hong-Yi; Tai, Tzu; Lee, Cheng Few; Dai, Tian-Shyr; Wang, Keh Luh
2005	Pricing for First-to-Default Credit Default Swap with Copula	林智勇; Lin,Chih Yung
2008	Pricing Generalized Capped Exchange Options	廖四郎; Chou-Wen Wang; Szu-Lang Liao; Ting-Yi Wu
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
2015-09	Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks	Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih; 楊曉文
2010-06	Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model	Hsieh, Tsung-Yu; Chen, Son-Nan; 謝宗佑; 陳松男
2006	Pricing kth-to-Default Swaps: Copula Methods	賴偉聖
2016	GARCH-Lévy匯率選擇權評價模型與實證分析	朱苡榕; Zhu, Yi Rong
2003	Pricing Models for Employee Stock Options	謝明華
2003	Pricing Models of Equity Swaps	廖四郎; Wang,Ming-Chieh; Liao,Szu-Lang
2018	Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market	林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei
2020-12	Pricing of Presale Contracts with Macroeconomic Factors and Stochastic Basis Risk	陳明吉; Chen, Ming-Chi; Yang, Chih-Yuan; Chang, Chia-Chien
2017-11	Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks	林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen
2007-10	Pricing Real Abandonment Options on Several R&D Investment Projects	吳明政; 顏錫銘; 婁國仁; Wu, Ming-Cheng; Simon H. Yen; Lou, Kuo-Ren Lou
2006	Pricing real growth options when the underlying assets have jump diffusion processes: the case of R&D investments	吳明政; 顏錫銘; Wu, Ming-Cheng; Simon H. Yen
2009-06	Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes	Hung, Y. C.; Lin, Shih-Kuei; Wu, C. W.; 林士貴
2013-12	PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK	Wang, Chou-Wen; Yang, Sharon S.; 楊曉文
2023-07	Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk	楊曉文; Yang, Sharon S.; Dai, Tian-Shyr; Liu, Liang-Chih
2012-12	Pricing the American Options from the Viewpoints of Traders	劉明郎; Liu, Ming Long; Liu, Hsuan Ku
2018-12	Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps	Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu
2018	Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps	林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu

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