第 1 到 13 筆結果,共 13 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2006 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chung S.-L. | Journal of Financial and Quantitative Analysis | 11 | 9 | |
2 | 2004 | Toward option values of near machine precision using Gaussian Quadrature | Chung, S. L.; M. Shackleton; SAN-LIN CHUNG | 12th conference on the Theories and Practices of Securities and Financial Markets | |||
3 | 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 | |
4 | 2003 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG | Finance | |||
5 | 2002 | Richardson Extrapolation Techniques for the pricing of American-Style options | Chung, S. L.; SAN-LIN CHUNG | The 2002 European Finance Association Annual Meeting | |||
6 | 2002 | Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy | Chung, S. L.; SAN-LIN CHUNG | The 15th Annual Australasian Finance and Banking Conference | |||
7 | 2001 | Monte Carlo Estimations of Greeks | Chung, S. L.; SAN-LIN CHUNG | The 8th Annual Conference of the Multinational Finance Society | |||
8 | 2001 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG | The 2001 European Financial Management Association Annual Meeting | |||
9 | 1999 | A Unified Approach for No-arbitrage Gaussian Term Structure Models | Chung, S. L.; SAN-LIN CHUNG | 1999 European Financial Management Association Annual Meeting | |||
10 | 1999 | A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates | Chung, S. L.; SAN-LIN CHUNG | The 7th Conference on Pacific Basin Finance, Economics and Accounting | |||
11 | 1998 | Multivariate Binomial Method for the Valuation of Exotic Options | Chung, S. L.; SAN-LIN CHUNG | 7th conference on the Theories and Practices of Securities and Financial Markets | |||
12 | 1997 | American Option Valuation under stochastic Interest Rates | Chung, S. L.; SAN-LIN CHUNG | the 24th European Finance Association Annual Conference | |||
13 | 1996 | No-arbitrage Term Structure Models | Chung, S. L.; SAN-LIN CHUNG | The Doctoral Tutorial of 23rd European Finance Association Annual Conference |