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    "Hsieh, Pei-Lin"的相关文件  

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    显示 11 项.

    类别 日期 题名 作者 档案
    [財務管理學系] 期刊論文 2024-08 Physical Climate Change Risk and ESG Green Premium 謝沛霖; Hsieh, Pei-Lin
    [財務管理學系] 期刊論文 2023-12 COVID-19 and commodity pricing premium: evidence from the Chinese market 謝沛霖; Hsieh, Pei-Lin; Zhang, Lu; Chen, Haiqiang
    [財務管理學系] 期刊論文 2023-10 Market States and Lottery Preference: Evidence from Chinese Open-End Funds 謝沛霖; Hsieh, Pei-Lin; He, Rongxin
    [財務管理學系] 期刊論文 2023-09 An Exact Structural Model for Evaluating Credit Default Swaps: Theory and Empirical Evidence 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw
    [財務管理學系] 期刊論文 2023-03 CMS Spread Options Pricing under the CHH Model 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw; Li, Xiaowei
    [財務管理學系] 期刊論文 2022-11 Predictive power of the implied volatility term structure in the fixed-income market 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw; Huang, Jeffrey; Li, Xiaowei
    [財務管理學系] 期刊論文 2019-12 A Resolution to Valuation Conflicts of Swaptions/Caps and OIS/LIBOR 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw; Huang, Jeffrey; Huang, Joe
    [財務管理學系] 期刊論文 2019-04 Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market 謝沛霖; Hsieh, Pei-Lin; Jarrow, Robert
    [財務管理學系] 期刊論文 2018-11 Jump risk and option liquidity in an incomplete market 謝沛霖; Hsieh, Pei-Lin; Zhang, QinQin; Wang, Yajun
    [財務管理學系] 期刊論文 2018-08 It Is Time to Shift Log-normal 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw; Huang, Jeffrey
    [財務管理學系] 期刊論文 2018-06 Crash risk and risk neutral densities 謝沛霖; Hsieh, Pei-Lin; Chen, Ren-Raw; Huang, Jeffrey

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