公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2008 | Adaptive Placement Method on Pricing Arithmetic Average Options | Dai, Tian-Shyr; Wang, Jr-Yan ; Wei, Hui-Shan | Review of Derivatives Research | 6 | 6 | |
2005 | Asset Price under Prospect Theory and Habit Formation | Hung, Mao-Wei ; Wang, Jr-Yan | Review of Pacific Basin Financial Markets and Policies | 7 | 0 | |
2020 | Comment on “aging population, retirement, and risk taking” | Huang, R.J.; Tzeng, L.Y.; Wang, J.-Y.; JR-YAN WANG ; Tzeng Larry Yu Ren | Management Science | 3 | 3 | |
2020 | Consumption-based asset pricing with prospect theory and habit formation | Wang, J.-Y.; JR-YAN WANG ; MAO-WEI HUNG | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (In 4 Volumes) | 0 | 0 | |
2022 | Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options | JR-YAN WANG ; Wang, Chuan Ju; Dai, Tian Shyr; Chen, Tzu Chun; Liu, Liang Chih; Zhou, Lei | Mathematical Problems in Engineering | 1 | 1 | |
2015 | Erratum to: The valuation of forward-start rainbow options (Review of Derivatives Research, 10.1007/s11147-014-9105-0) | Chen, C.-Y.; Wang, H.-C.; JR-YAN WANG | Review of Derivatives Research | | | |
2022 | Estimating the Implicit Market Model from Option Prices | Bing-Huei Lin; Dean Paxson; Jr Yan Wang ; Mei-Mei Kuo | 證券市場發展季刊 | | 0 | |
2007 | An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options | Tian-Shyr Dai; JR-YAN WANG ; Hui-Shan Wei | Algorithmic Aspects in Information and Management | 2 | 0 | |
2007 | An ingenious, piecewise linear interpolation algorithm for pricing arithmetic average options | Dai, T.-S.; JR-YAN WANG ; Wei, H.-S. | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | | | |
2013 | A lattice model for option pricing under GARCH-jump processes | Lin, B.-H.; MAO-WEI HUNG ; JR-YAN WANG ; Wu, Ping-Da | Review of Derivatives Research | 3 | 3 | |
2011 | Loss aversion and the term structure of interest rates | Hung, M.-W.; JR-YAN WANG ; MAO-WEI HUNG | Applied Economics | 2 | 2 | |
2017 | A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds | JR-YAN WANG ; Dai, T.-S. | Journal of Derivatives | | | |
2020 | Operational asymptotic stochastic dominance | Huang, R.J.; Tzeng, L. ; Wang, J.-Y. ; Zhao, Lin | European Journal of Operational Research | 3 | 3 | |
2002 | Pricing Convertible Bonds Subject to Default Risk | JR-YAN WANG ; MAO-WEI HUNG | Journal of Derivatives | | | |
2017 | Rainbow trend options: valuation and applications | JR-YAN WANG ; Wang, H.-C.; Ko, Y.-C.; MAO-WEI HUNG | Review of Derivatives Research | 3 | 5 | |
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 | |
2022 | A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model | Dai, TS; Fan, CC; Liu, LC; Wang, CJ; JR-YAN WANG | Journal of Futures Markets | 0 | 0 | |
2011 | Structure of spot rates and duration hedging | Lin, B.-H.; JR-YAN WANG ; Tai, S.-W. | Asia-Pacific Journal of Financial Studies | | | |
2010 | Tight bounds on American option prices | Chung S.-L. ; Hung M.-W.; JR-YAN WANG ; MAO-WEI HUNG | Journal of Banking and Finance | 20 | 15 | |