公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2000 | 40Ar/39Ar dating and petrochemical features of volcanic successions in Mienhuayu off NE Taiwan | Wang, K. L.; Chen, C. H.; Chung, S. L.; Lin, L. H.; Lo, C. H.; Yang, T. F.; Lee, H.-Y. | Journal of the Geological Society of China | | | |
2002 | The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model | Chen, H. C.; Chen, D. M.; Chung, S. L. | Journal of Futures Market | | | |
1999 | American Option Valuation under stochastic Interest Rates | Chung, S. L. | Review of Derivatives Research | | | |
1997 | American Option Valuation under stochastic Interest Rates | Chung, S. L. | the 24th European Finance Association Annual Conference | | | |
2004 | CB Asset Swaps and CB Options: Structure and Pricing | Chung, S. L.; Lai, H. W.; Lin, S. Y.; SAN-LIN CHUNG | 經濟論文,32 | 0 | 0 | |
2002 | Crustal evolution of SE Asia: A perspective from Vietnam | Lan, C. Y.; Chung, S. L.; Lo, C. H. ; Lee, T. Y. | Geochimica Et Cosmochimica Acta | | 0 | |
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 | | | |
2003 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; Shackleton, M.; Wojakowski, R. | Finance | | | |
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 | | | |