公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
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 | ||
2022 | Revisiting the valuation of deposit insurance | Chang C.-C; SAN-LIN CHUNG ; Ho R.-J; Hsiao Y.-J. | Journal of Futures Markets | |||
2007 | Richardson extrapolation techniques for the pricing of American-style options | Chang C.-C.; Chung S.-L. ; Stapleton R.C. | Journal of Futures Markets | 42 | 40 | |
2002 | Richardson Extrapolation Techniques for the pricing of American-Style options | SAN-LIN CHUNG | The 2002 European Finance Association Annual Meeting | |||
2019 | Semistatic hedging and pricing American floating strike lookback options | Chung S.-L. ; Huang Y.-T.; Shih P.-T. ; JR-YAN WANG | Journal of Futures Markets | 1 | 1 | |
2018 | A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump-diffusion-ruin process | Chung S.-L. ; JR-YAN WANG | Journal of Futures Markets | 0 | 0 | |
2003 | The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield | SAN-LIN CHUNG ; Shackleton, Mark | Applied Economics Letters | 4 | 4 | |
2013 | Static hedging and pricing American knock-in put options | Chung S.-L. ; Shih P.-T. ; Tsai W.-C. | Journal of Banking and Finance | 14 | 15 | |
2013 | Static hedging and pricing american knock-out options | Chung S-L. ; Shih P.-T. ; Tsai W-C. | Journal of Derivatives | 6 | 6 | |
2009 | Static hedging and pricing American options | Chung S.-L. ; Shih P.-T. | Journal of Banking and Finance | 32 | 31 | |
2010 | Tight bounds on American option prices | Chung S.-L. ; JR-YAN WANG | Journal of Banking and Finance | |||
2004 | Toward option values of near machine precision using Gaussian Quadrature | SAN-LIN CHUNG ; M. Shackleton | 12th conference on the Theories and Practices of Securities and Financial Markets | |||
2003 | Toward Option Values of Near Machine Precision Using Gaussian Quadrature | Chung, San-Lin ; shackleton, M.B. | ||||
1999 | Valuation and Hedging of American-Style Lookback and Barrier Options | Chang, C. C.; SAN-LIN CHUNG | The 7th Conference on Pacific Basin Finance, Economics and Accounting | |||
2001 | Valuation and Hedging of American-Style Lookback and Barrier Options | Chang, C. C.; SAN-LIN CHUNG | Advances in Investment Analysis and Portfolio Management | |||
2002 | Valuation and hedging of differential swaps | Chang C.-C.; Chung S.-L. ; Yu M.-T. | Journal of Futures Markets | 4 | 4 | |
2022 | Volatility-of-Volatility Risk in Asset Pricing | Chen T.-F; Chordia T; SAN-LIN CHUNG ; Lin J.-C. | Review of Asset Pricing Studies | 5 | 6 |