Results 1-88 of 88 (Search time: 0.014 seconds).

Issue DateTitleAuthor(s)TypescopusWOSFulltext/Archive link
12019Semistatic hedging and pricing American floating strike lookback optionsChung S.-L. ; Huang Y.-T.; Shih P.-T. ; Wang J.-Y.journal article00
22018A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump-diffusion-ruin processChung S.-L. ; Wang J.-Y.journal article00
32018Investor network: Implications for information diffusion and asset pricesChung S.-L. ; Liu W.; Liu W.-R.; Tseng K.journal article33
42017Pricing Stock Options with State-Dependent Jump-to-DefaultSan-Lin Chung ; Chien-Ling Lo; Pai-Ta Shih journal article
52017Review and Prospects of Taiwan Derivatives Research: Empirical Studies and ApplicationsLin B.-H.; Chung S.-L. ; Yeh S.-K.journal article11
62017槓桿型與反向型ETF追蹤績效分析與模擬張森林 ; 徐宇薇journal article
72016Option-implied equity risk and the cross section of stock returnsChen T.-F.; Chung S.-L. ; Tsai W.-C.journal article12
82016Review and prospects of Taiwan derivatives research: pricing, hedging, and arbitrageLin B.-H.; Chung S.-L. ; Yeh S.-K.journal article00
92015The impacts of individual and institutional trading on futures returns and volatility: Evidence from emerging index futures marketsKuo W.-H.; Chung S.-L. ; Chang C.-Y.journal article1312
102015Counterparty credit risk in the municipal bond marketChung S.-L. ; Kao C.-W.; Wu C.; Yeh C.-Y.journal article20
112014The impact of derivatives hedging on the stock market: Evidence from Taiwan's covered warrants marketChung S.-L. ; Liu W.-R.; Tsai W.-C.journal article55
122014The Never-Early-Exercise Condition and Analytical Price Upper Bounds of American Power Call Options繆維中; 張森林 ; 李永新journal article
132013Static hedging and pricing American knock-in put optionsChung S.-L. ; Shih P.-T. ; Tsai W.-C.journal article1010
142013Static hedging and pricing american knock-out optionsChung S-L. ; Shih P.-T. ; Tsai W-C.journal article55
152013Actuarial applications of the linear hazard transform in mortality immunizationTsai C.C.L.; Chung S.-L. journal article1011
162012When does investor sentiment predict stock returns?Chung S.-L. ; Hung C.-H.; Yeh C.-Y.journal article7167
172011On the rate of convergence of binomial GreeksChung S.-L. ; Hung W.; Lee H.-H.; Shih P.-T. journal article33
182011The diversification effects of volatility-related assetsChen H.-C.; Chung S.-L. ; Ho K.-Y.journal article2222
192011The impact of liquidity on option pricesChou R.K.; Chung S.-L. ; Hsiao Y.-J.; Wang Y.-H. journal article1415
202011The information content of the S and P 500 index and VIX options on the dynamics of the S and P 500 indexChung S.-L. ; Tsai W.-C.; Wang Y.-H. ; Weng P.-S.journal article3232
212011Predicting Market Regimes and Stock Returns Using Investor Sentiment張森林 ; 葉宗穎journal article00
222011Applying Control Variate Technique to the Monte Carlo Simulation of Option Prices張森林 ; 屈誠銘; 李漢興; 葉宗穎journal article
232010Catastrophe risk management with counterparty risk using alternative instrumentsYang-Che Wu; SAN-LIN CHUNG journal article1712
242010A modified static hedging method for continuous barrier optionsChung S.-L. ; Shih P.-T. ; Tsai W.-C.journal article89
252010Catastrophe risk management with counterparty risk using alternative instrumentsWu Y.-C.; Chung S.-L. journal article1712
262010Tight bounds on American option pricesChung S.-L. ; Hung M.-W.; Wang J.-Y.journal article1614
272010Efficient quadrature and node positioning for exotic option valuationChung S.-L. ; Ko K.; Shackleton M.B.; Yeh C.-Y.journal article66
282010財金數量方法張森林 ; 石百達 book
292009臺股指數期貨係證金估計模型及結構比之研究張森林 ; 石百達 ; 李存修 ; 施宗佐journal article
302009Predicting Market Regimes and Stock Returns Using Investor SentimentSAN-LIN CHUNG journal article00
312009Static hedging and pricing American optionsChung S.-L. ; Shih P.-T. journal article2522
322008Ranking Taiwanese Management Journals: A Case StudySAN-LIN CHUNG ; Chiang, Kao; Lin, Hsiou-Wei; Chung, San-Lin; Tsai, Wei-Chi; Chiou, Jyh-Shen; Chen, Yen-Liang; Chen, Liang-Hsuan; Fang, Shih-Chieh; Pao, Hwei-Lanjournal article1110
332008Binomial Option Pricing Models with Monotonic and Smooth Convergence PropertySan-Lin Chung ; Pai-Ta Shih ; Chung-Ying Yehjournal article
342008衍生性金融商品的資訊內涵整合型研究-總計畫暨子計畫一:衍生性商品市場實證的研究方法及模型問題探討 (新制多年期第2年)張森林 report
352008台灣地區勞工退休金制度的性別分析張森林 ; SAN-LIN CHUNG journal article00
362008Bounds and Prices of Currency Cross-Rate OptionsChung, San-Lin ; Wang, Yaw-Huei journal article77
372008Bounds and prices of currency cross-rate optionsSAN-LIN CHUNG ; YAW-HUEI WANG journal article77
382007衍生性金融商品的資訊內涵整合型研究-總計畫暨子計畫一:衍生性商品市場實證的研究方法及模型問題探討 (新制多年期第1年)張森林 report
392007Generalised Geske-Johnson interpolation of option pricesSAN-LIN CHUNG ; Chung, San Lin; Shackleton, Mark B.journal article55
402007房貸基礎證券評價與風險值---風險中立訂價法與均衡訂價法之比較廖咸興 ; 張森林 ; 陳仁遶; 楊太樂; 廖堃宇journal article
412007Richardson extrapolation techniques for the pricing of American-style optionsChang C.-C.; Chung S.-L. ; Stapleton R.C.journal article3935
422007Generalized cox-ross-rubinstein binomial modelsChung S.-L. ; Shih P.-T. journal article1920
432007Generalized analytical upper bounds for American option pricesChung S.-L. ; Chang H.-C.journal article119
442006附加年金制的遠期契約價值及政策意涵分析陳芬苓; SAN-LIN CHUNG ; 張森林 journal article00
452006台灣各大學院校在國際財金期刊之著作表現張森林 ; 洪茂蔚 journal article
462006Loan guarantee portfolios and joint loan guarantees with stochastic interest ratesChang C.-C.; Chung S.-L. ; Yu M.-T.journal article70
472006Option pricing for the transformed-binomial classC?mara A.; Chung S.-L. journal article46
482005Option Pricing for the Transformed-Binomial ClassSAN-LIN CHUNG conference paper
492005勞工退休金條例草案的財務分析-實質選擇權應用(3/3)張森林 report
502005On the use and improvement of Hull and White's control variate techniqueChung S.-L. ; Shackleton M.B.journal article10
512005Pricing quanto equity swaps in a stochastic interest rate economyChung S.-L. ; Yang H.-F.journal article00
522005On the errors and comparison of vega estimation methodsChung S.-L. ; Shackleton M.journal article22
532004Toward option values of near machine precision using Gaussian QuadratureSAN-LIN CHUNG conference paper
542004Enhancing the Computational Efficiency for the Monte Carlo Simulation ApproachSAN-LIN CHUNG journal article00
552004CB Asset Swaps and CB Options: Structure and PricingSAN-LIN CHUNG journal article00
562004Pricing options with American-style average reset featuresChang C.-C.; Chung S.-L. ; Shackleton M.B.journal article33
572003The Simplest American and Real Option Approximations: Geske-Jahnson Interpolation in maturity and yieldSAN-LIN CHUNG journal article44
582003A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest RatesSAN-LIN CHUNG journal article00
592003Efficient Quadratic Approximation of Floating Strike Asian Option ValuesSAN-LIN CHUNG journal article
602003Toward Option Values of Near Machine Precision Using Gaussian QuadratureChung, San-Lin ; shackleton, M.B.other
612003The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yieldChung S.-L. ; Shackleton M.journal article44
622003Multivariate Binomial Approximations to the Valuation of Exotic Options張森林 journal article00
632002蒙地卡羅模擬法在美式選擇權評價之應用張森林 ; SAN-LIN CHUNG ; 何振文journal article00
642002The Binomial Black Scholes Model and the GreeksSAN-LIN CHUNG journal article98
652002Richardson Extrapolation Techniques for the pricing of American-Style optionsSAN-LIN CHUNG conference paper
662002Pricing Quanto Equity Swaps in Stochastic Interest Rate EconomySAN-LIN CHUNG conference paper
672002The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial ModelChen H.-C.; Chen D.M.; Chung S.-L. journal article00
682002The Binomial Black - Scholes Model and the GreeksChung S.-L. ; Shackleton M.journal article98
692002Pricing American options on foreign assets in a stochastic interest rate economyChung S.-L. journal article85
702002Option pricing in a multi-asset, complete market economyChen R.-R.; Chung S.-L. ; Yang T.T.journal article1815
712002Review of synthesis of no-arbitrage Gaussian term structure modelsChung S.-L. journal article0
722002Pricing Asian-style interest rate swapsChang C.-C.; Chung S.-L. journal article30
732002Valuation and hedging of differential swapsChang C.-C.; Chung S.-L. ; Yu M.-T.journal article33
742001Valuation and Hedging of American-Style Lookback and Barrier OptionsSAN-LIN CHUNG journal article
752001Efficient Quadratic Approximation of Floating Strike Asian Option ValuesSAN-LIN CHUNG conference paper
762001Monte Carlo Estimations of GreeksSAN-LIN CHUNG conference paper
772000正常提撥成本之估計-針對薪資相關、雇主提撥之確定給付退休金計劃陳炤良; 俞明德; 張傳章; 張森林 journal article
782000隨機波動性下障礙選擇權之評價分析張森林 ; 張傳章; 張森林 ; 許博翔journal article00
792000American option valuation under stochastic interest ratesChung S.-L. journal article130
801999股酬交換之定價:評論張森林 ; SAN-LIN CHUNG journal article00
811999Pricing and Hedging American-Style Moving-Average Reset WarrantsSAN-LIN CHUNG conference paper
821999A Unified Approach for No-arbitrage Gaussian Term Structure ModelsSAN-LIN CHUNG conference paper
831999Valuation and Hedging of American-Style Lookback and Barrier OptionsSAN-LIN CHUNG conference paper
841999A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest RatesSAN-LIN CHUNG conference paper
851998Multivariate Binomial Method for the Valuation of Exotic OptionsSAN-LIN CHUNG conference paper
861998Pricing Differential Swaps with Foreign Currency Denominate PrincipalSAN-LIN CHUNG conference paper
871997American Option Valuation under stochastic Interest RatesSAN-LIN CHUNG conference paper
881996No-arbitrage Term Structure ModelsSAN-LIN CHUNG conference paper