公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2003 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; Shackleton, M.; Wojakowski, R. | Finance | | | |
2001 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; Shackleton, M.; Wojakowski, R. | The 2001 European Financial Management Association Annual Meeting, Lugano | | | |
2005 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chang, H. C. | the 2005 FMA Annual Meeting, Chicago | | | |
2006 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chung S.-L. | Journal of Financial and Quantitative Analysis | 11 | 9 | |
1997 | Intraplate extension prior to continental extrusion along the Ailao Shan Red River shear zone | Chung, S. L.; Lee, T. Y.; Lo, C. H.; Wang, P. L.; Chen, C. Y.; Yem, N. T.; Hoa, T. T.; Wu, G. Y.; SUN-LIN CHUNG ; Chung, Sun-Lin ; CHING-HUA LO ; Lo, Ching-Hua ; Wang, Pei-Ling | Geology | 404 | | |
2006 | Loan Guarantee Portfolios and Joint Loan Guarantees with Stochastic Interest Rates | Chang, C. C.; Chung, S. L.; Lu, M. T. | Quarterly Review of Economics and Finance | | | |
2001 | Monte Carlo Estimations of Greeks | Chung, S. L. | The 8th Annual Conference of the Multinational Finance Society | | | |
1996 | No-arbitrage Term Structure Models | Chung, S. L. | The Doctoral Tutorial of 23rd European Finance Association Annual Conference, Oslo | | | |
2005 | On the Errors and Comparison of Vega Estimation | Chung, S. L.; Shackleton, M. | Journal of Futures Markets | | | |
2005 | On the Use and Improvement of Hull and White's Control Variate Technique | Chung, S. L.; Shackleton, M. | Applied Financial Economics 15 | | | |
2006 | Option Pricing for the Transformed-Binomial Class | Camara, A.; Chung, S. L. | Journal of Futures Markets | | | |
2002 | Pricing Asian-Style Interest Rate Swaps | Chang, C. C.; Chung, S. L. | Journal of Derivatives | | | |
1998 | Pricing Differential Swaps with Foreign Currency Denominate Principal | Chang, C. C.; Chung, S. L.; Yu, M. T. | The 1998 FMA Annual Meeting, Chicago | | | |
2004 | Pricing Options with American-Style Average Reset features | Chang, C. C.; Chung, S. L.; Shackleton, M. | uantitative Finance | | | |
2005 | Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy | Chung, S. L.; Yang, H. F. | Applied Mathematical Finance 12 | | | |
2002 | Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy | Chung, S. L. | The 15th Annual Australasian Finance and Banking Conference | | | |
2006 | Ranking Taiwanese management journals: A case study | Kao, C.; Lin, H.W.; Chung, S. L.; Tsai, W. C.; Chiou, J. S.; Chen,Y. L.; Chen, L. H. | Scientometrics | | | |
2002 | Richardson Extrapolation Techniques for the pricing of American-Style options | Chung, S. L. | The 2002 European Finance Association Annual Meeting, London | | | |
2003 | The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yield | Chung, S. L.; Shackleton, M. | pplied Economics Letters 10: | | | |
2000 | Simulation and Early Exercise Problem: The Case of Options on Minimum or Maximum of Two Risky Assets | Chang, C. C.; Chung, S. L.; Lin, C. G. | 2000 International Conference on Finance, Taipei | | | |