第 1 到 14 筆結果,共 14 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2005 | Option Pricing for the Transformed-Binomial Class | Camara, A.; SAN-LIN CHUNG | The 2005 FMA Annual Meeting | |||
2 | 2004 | Toward option values of near machine precision using Gaussian Quadrature | SAN-LIN CHUNG ; M. Shackleton | 12th conference on the Theories and Practices of Securities and Financial Markets | |||
3 | 2002 | Richardson Extrapolation Techniques for the pricing of American-Style options | SAN-LIN CHUNG | The 2002 European Finance Association Annual Meeting | |||
4 | 2002 | Pricing Quanto Equity Swaps in Stochastic Interest Rate Economy | SAN-LIN CHUNG | The 15th Annual Australasian Finance and Banking Conference | |||
5 | 2001 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | SAN-LIN CHUNG ; M. Shackleton; R. Wojakowski | The 2001 European Financial Management Association Annual Meeting | |||
6 | 2001 | Monte Carlo Estimations of Greeks | SAN-LIN CHUNG | The 8th Annual Conference of the Multinational Finance Society | |||
7 | 1999 | Pricing and Hedging American-Style Moving-Average Reset Warrants | Chang C. C.; SAN-LIN CHUNG | 8th Conference on the Theories and Practices of Security and Financial Markets | |||
8 | 1999 | A Unified Approach for No-arbitrage Gaussian Term Structure Models | SAN-LIN CHUNG | 1999 European Financial Management Association Annual Meeting | |||
9 | 1999 | A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates | SAN-LIN CHUNG | The 7th Conference on Pacific Basin Finance, Economics and Accounting | |||
10 | 1999 | Valuation and Hedging of American-Style Lookback and Barrier Options | Chang, C. C.; SAN-LIN CHUNG | The 7th Conference on Pacific Basin Finance, Economics and Accounting | |||
11 | 1998 | Multivariate Binomial Method for the Valuation of Exotic Options | SAN-LIN CHUNG | 7th conference on the Theories and Practices of Securities and Financial Markets | |||
12 | 1998 | Pricing Differential Swaps with Foreign Currency Denominate Principal | Chang, C. C.; SAN-LIN CHUNG ; M. T. Yu, | The 1998 FMA Annual Meeting | |||
13 | 1997 | American Option Valuation under stochastic Interest Rates | SAN-LIN CHUNG | the 24th European Finance Association Annual Conference | |||
14 | 1996 | No-arbitrage Term Structure Models | SAN-LIN CHUNG | The Doctoral Tutorial of 23rd European Finance Association Annual Conference |