第 1 到 10 筆結果,共 10 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 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 | |
2 | 2017 | Pricing Stock Options with State-Dependent Jump-to-Default | San-Lin Chung ; Chien-Ling Lo; Pai-Ta Shih | 期貨與選擇權學刊 | |||
3 | 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 | |
4 | 2013 | Static hedging and pricing american knock-out options | Chung S-L. ; Shih P.-T. ; Tsai W-C. | Journal of Derivatives | 6 | 6 | |
5 | 2011 | On the rate of convergence of binomial Greeks | Chung S.-L. ; Hung W.; Lee H.-H.; Shih P.-T. | Journal of Futures Markets | 3 | 4 | |
6 | 2010 | A modified static hedging method for continuous barrier options | Chung S.-L. ; Shih P.-T. ; Tsai W.-C. | Journal of Futures Markets | 10 | 12 | |
7 | 2009 | 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 | 期貨與選擇權學刊 | |||
8 | 2009 | Static hedging and pricing American options | Chung S.-L. ; Shih P.-T. | Journal of Banking and Finance | 32 | 31 | |
9 | 2008 | Binomial Option Pricing Models with Monotonic and Smooth Convergence Property | San-Lin Chung ; Pai-Ta Shih ; Chung-Ying Yeh | 期貨與選擇權學刊 | |||
10 | 2007 | Generalized cox-ross-rubinstein binomial models | Chung S.-L. ; Shih P.-T. | Management Science | 23 | 24 |