E-LIB Suche - Ergebnisse für: Wang, Jr-yan

1

Efficient and Robust Combinatorial Option Pricing Algorithm..:

Wang, Jr-Yan ; Wang, Chuan-Ju ; Dai, Tian-Shyr...
Mathematical Problems in Engineering. 2022 (2022) - p. 1-20 , 2022

Link: https://doi.org/10.1155/..

2

An Application of Damped Diffusion for Modeling Volatility ..:

Hung, Mao-Wei ; Ko, Yi-Chen ; Wang, Jr-Yan
Journal of Financial Econometrics. 21 (2021) 3 - p. 779-809 , 2021

Link: https://doi.org/10.1093/..

3

Comment on "aging population, retirement, and risk taking":

, In: Management science

Huang, Rachel J. ; Wang, Jr-Yan ; Tzeng, Larry Y... (2020) 6 - p. 2792-2795

Copies: Zentrale;

4

Operational asymptotic stochastic dominance:

Huang, Rachel J. ; Tzeng, Larry ; Wang, Jr-Yan.
European Journal of Operational Research. 280 (2020) 1 - p. 312-322 , 2020

Link: https://doi.org/10.1016/..

5

Using forward Monte-Carlo simulation for the valuation of A..:

Miao, Daniel Wei-Chung ; Lee, Yung-Hsin ; Wang, Jr-Yan
Annals of Operations Research. 264 (2017) 1-2 - p. 339-366 , 2017

Link: https://doi.org/10.1007/..

6

Rainbow trend options: valuation and applications:

Wang, Jr-Yan ; Wang, Hsiao-Chuan ; Ko, Yi-Chen.
Review of Derivatives Research. 20 (2016) 2 - p. 91-133 , 2016

Link: https://doi.org/10.1007/..

7

Erratum to: The valuation of forward-start rainbow options:

Chen, Chun-Ying ; Wang, Hsiao-Chuan ; Wang, Jr-Yan
Review of Derivatives Research. 18 (2015) 2 - p. 189-189 , 2015

Link: https://doi.org/10.1007/..

8

A lattice model for option pricing under GARCH-jump process..:

Lin, Bing-Huei ; Hung, Mao-Wei ; Wang, Jr-Yan.
Review of Derivatives Research. 16 (2013) 3 - p. 295-329 , 2013

Link: https://doi.org/10.1007/..

9

Loss aversion and the term structure of interest rates:

, In: Applied economics

Hung, Mao-Wei ; Wang, Jr-yan. (2011) 28/30 - p. 4623-4640

Copies: Zentrale;

10

Structure of Spot Rates and Duration Hedging*:

Lin, Bing-Huei ; Wang, Jr-Yan ; Tai, Shih-Wen
Asia-Pacific Journal of Financial Studies. 40 (2011) 4 - p. 550-576 , 2011

Link: https://doi.org/10.1111/..

11

Tight bounds on American option prices:

Chung, San-Lin ; Hung, Mao-Wei ; Wang, Jr-Yan
Journal of Banking & Finance. 34 (2010) 1 - p. 77-89 , 2010

Link: https://doi.org/10.1016/..

12

Adaptive placement method on pricing arithmetic average opt..:

Dai, Tian-Shyr ; Wang, Jr-Yan ; Wei, Hui-Shan
Review of Derivatives Research. 11 (2008) 1-2 - p. 83-118 , 2008

Link: https://doi.org/10.1007/..

13

Use of an in silico knowledge discovery approach to determi..:

Mao, Bin-Hsu ; Luo, Yi-Kai ; Wang, Bour-Jr...
Particle and Fibre Toxicology. 19 (2022) 1 - p. , 2022

Link: https://doi.org/10.1186/..

14

Efficient and Robust Combinatorial Option Pricing Algorithm..:

Jr-Yan Wang ; Chuan-Ju Wang ; Tian-Shyr Dai...
http://dx.doi.org/10.1155/2022/5843491. , 2022

Link: https://doi.org/10.1155/..

15

Use of an in silico knowledge discovery approach to determi..:

Mao, Bin-Hsu ; Luo, Yi-Kai ; Wang, Bour-Jr...
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8759195/. , 2022

Link: http://www.ncbi.nlm.nih...