公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
2005 | On the errors and comparison of vega estimation methods | Chung S.-L. ; Shackleton M. | Journal of Futures Markets | 2 | 3 | |
2011 | On the rate of convergence of binomial Greeks | Chung S.-L. ; Hung W.; Lee H.-H.; Shih P.-T. | Journal of Futures Markets | 3 | 4 | |
2005 | On the use and improvement of Hull and White's control variate technique | Chung S.-L. ; Shackleton M.B. | Applied Financial Economics | 1 | 0 | |
2006 | Option pricing for the transformed-binomial class | C?mara A.; Chung S.-L. | Journal of Futures Markets | 5 | 6 | |
2005 | Option Pricing for the Transformed-Binomial Class | Camara, A.; SAN-LIN CHUNG | The 2005 FMA Annual Meeting | |||
2002 | Option pricing in a multi-asset, complete market economy | Chen R.-R.; Chung S.-L. ; Yang T.T. | Journal of Financial and Quantitative Analysis | 21 | 18 | |
2016 | Option-implied equity risk and the cross section of stock returns | Chen T.-F.; Chung S.-L. ; Tsai W.-C. | Financial Analysts Journal | 6 | 6 | |
2011 | Predicting Market Regimes and Stock Returns Using Investor Sentiment | SAN-LIN CHUNG ; Chung-Ying Yeh | 證券市場發展季刊 | 0 | 0 | |
2002 | Pricing American options on foreign assets in a stochastic interest rate economy | Chung S.-L. | Journal of Financial and Quantitative Analysis | 8 | 5 | |
1999 | Pricing and Hedging American-Style Moving-Average Reset Warrants | Chang C. C.; SAN-LIN CHUNG | 8th Conference on the Theories and Practices of Security and Financial Markets | |||
2002 | Pricing Asian-style interest rate swaps | Chang C.-C.; Chung S.-L. | Journal of Derivatives | 3 | 0 | |
1998 | Pricing Differential Swaps with Foreign Currency Denominate Principal | Chang, C. C.; SAN-LIN CHUNG ; M. T. Yu, | The 1998 FMA Annual Meeting | |||
2004 | Pricing options with American-style average reset features | Chang C.-C.; Chung S.-L. ; Shackleton M.B. | Quantitative Finance | 3 | 3 | |
2005 | Pricing quanto equity swaps in a stochastic interest rate economy | Chung S.-L. ; Yang H.-F. | Applied Mathematical Finance | 0 | 0 | |
2002 | Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy | SAN-LIN CHUNG | The 15th Annual Australasian Finance and Banking Conference | |||
2017 | Pricing Stock Options with State-Dependent Jump-to-Default | San-Lin Chung ; Chien-Ling Lo; Pai-Ta Shih | 期貨與選擇權學刊 | |||
2008 | Ranking Taiwanese management journals: A case study | Kao C.; HSIOU-WEI LIN ; SAN-LIN CHUNG ; Tsai W.-C.; Chiou J.-S.; Chen Y.-L.; Chen L.-H.; Fang S.-C.; Pao H.-L. | Scientometrics | 13 | 13 | |
2017 | Review and Prospects of Taiwan Derivatives Research: Empirical Studies and Applications | Lin B.-H.; Chung S.-L. ; Yeh S.-K. | NTU Management Review | 2 | 0 | |
2016 | Review and prospects of Taiwan derivatives research: pricing, hedging, and arbitrage | Lin B.-H.; Chung S.-L. ; Yeh S.-K. | NTU Management Review | 2 | 0 | |
2002 | Review of synthesis of no-arbitrage Gaussian term structure models | Chung S.-L. | Canadian Journal of Administrative Sciences | 0 |