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Date	Title	Authors
2019-01	Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions	徐政義; Shiu, Cheng-Yi; Chen, Hung-Ling; Wei, Hui-Shan
2009	Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan`s Political Futures Markets	Chen,Shu-Heng; Wu,Wei-Shao
2009	Price Errors from Thin Markets and Their Corrections: Studies Based on Taiwan`s Political Futures Markets	陳樹衡; Chen, Shu-Heng; Wu, Wei-Shao
2009-07	Price-Quality Relationships in the Taiwan Market	樓永堅
2017-06	Prices, Locations and Welfare When an Online Retailer Competes with Heterogeneous Brick-and-Mortar Retailers	賴孚權; Guo, Wen-Chung; Lai, Fu-Chuan
1995-03	Price Transmission and Information Asymmetry in Bund Futures Markets: LIFFE vs. DTB	李志宏; Shyy, Gang; Lee, Jie-Haun
1997-05	Price-Volume Relationship Between Existing and Pre-sales Housing Market in Taiwan	張金鶚; 花敬群
1997-01	Price-Volume Relationship between Existing and Pre-Sales Housing Market in Taiwan	張金鶚; 花敬群
1998-08	Price-Volume Relationship between Housing Spatial Submarkets	張金鶚; 花敬群
2009	Pricing and hedging American options in incomplete markets	Liu, Ming Long; 劉明郎
2014-06	Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options	林士貴; Hsu, Chih-Chen;; Lin, Shih-Kuei; Chen, Ting-Fu*
2014-01	Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options	林士貴; Hsu,Chih-Chen; Lin,Shih-Kuei; Chen,Ting-Fu
2009-10	Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes	廖四郎; 徐保鵬; Liao, Szu-Lang; Hsu, Pao-Peng
2008	Pricing and Hedging of Quanto Range Accrual Note under Gaussian HJM with Cross-Currency Levy Processes	江彌修
2007-07	Pricing and Implementation of Longevity Bonds in Taiwan	王儷玲; 楊曉文; Wang, Jennifer L.; Yang, Sharon S.
2013-03	Pricing and securitization of multi-country longevity risk with mortality dependence	Yang, Sharon S.; Wang, C.-W.; 楊曉文
2002	Pricing Arithmetic Average Reset Options with Control Variates	廖四郎; 王昭文; LIAO, SZU-LANG; WANG, CHOU-WEN
2005-01	Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension	廖四郎; 黃星華
1999	Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market	Chen, Shu-heng; Lee, Wo-Chiang; 陳樹衡
2008-10	Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses	Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De; 吳仰哲; 廖四郎; 徐守德
2008	Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models	林士貴; 徐守德; 張嘉倩; Lin, Shih-Kuei; Shyu, David; Chang, Chia-Chien
2002	Pricing Convertible Bonds with Credit Risk under Gaussian HJMF framework	廖四郎
1999	Pricing Cross-Currency Equity Swaps	廖四郎; M. C. Wang; D. S. Hsyu
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

Showing items 18501-18525 of 145123. (5805 Page(s) Totally)
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