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    Showing items 351-360 of 667. (67 Page(s) Totally)
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    DateTitleAuthors
    2010-04 Valuation Of Quanto Interest Rate Derivatives In a Cross-Currency LIBOR Market Model Chou, Chi-Hsun; Chen, Son-Nan
    2009 Valuation of Quanto Interest Rate Exchange Options 傅瑞彬; 陳松男; 吳庭斌
    2013-10 Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model 江彌修; Chen, Son-Nan; Chiang, Mi-Hsiu; Hsu, Pao-Peng; Li, Chang-Yi
    2012-12 Valuation of Rarchet Equit-Indexed Annuities 邱于紛; 謝明華; 蔡政憲; 陳威光; Chiu, Yu-Fen; Hsieh,Ming-Hua; Tsai,Chen-Hsien
    2012 Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age 楊曉文; Yang, Sharon S.
    2010-04 Warrant Introduction Effects on Stock Return Processes Chang, Jui-Jane; Liao, Szu-Lang; 張瑞珍; 廖四郎
    1997-03 Weekday Effect, Autocorrelation and Price Limit in the Taiwan Stock Market--The Application of Gibbs Sampler Method Shen, Chung-Hua; Chou, Pin-Huang; 沈中華
    2018-08 What Causes the Efficiency and the Technology Gap under Different Ownership Structures in the Chinese Banking Industry? Lee, Chi‐Chuan; 黃台心; Huang, Tai‐Hsin
    2024-09 What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion 林士貴; 方東杰; Fang, Dong-Jie; Yeh, Zong-Wei; He, Jie-Cao; Lin, Shih-Kuei
    2012-06 What drives the dating game of executive options exercise? Evidence from Taiwan Wu, Ming-Cheng; Fung, Hung-Gay; Huang, Yi-Ting; 黃怡婷

    Showing items 351-360 of 667. (67 Page(s) Totally)
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