第 1 到 3 筆結果,共 3 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 | 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 | |
3 | 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 |