第 1 到 69 筆結果,共 69 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 2022 | Revisiting the valuation of deposit insurance | Chang C.-C; Chung S.-L; Ho R.-J; Hsiao Y.-J.; SAN-LIN CHUNG | Journal of Futures Markets | 1 | 0 | |
2 | 2022 | Volatility-of-Volatility Risk in Asset Pricing | Chen T.-F; Chordia T; SAN-LIN CHUNG ; Lin J.-C. | Review of Asset Pricing Studies | 5 | 6 | |
3 | 2019 | 勞保年金給付方式的新思維 | Chen, F.-L.; Chung, S.-L.; SAN-LIN CHUNG | 臺大管理論叢 | 2 | 2 | |
4 | 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 | |
5 | 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 | |
6 | 2018 | Investor network: Implications for information diffusion and asset prices | Chung S.-L. ; Liu W.; Liu W.-R.; CHUN-KAI TSENG | Pacific Basin Finance Journal | 11 | 9 | |
7 | 2018 | 勞保年金改革建議:借鏡美國社會安全基金的老年給付 | 張森林; 陳芬苓; SAN-LIN CHUNG | 臺灣勞工季刊 | |||
8 | 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 | |||
9 | 2017 | Review and Prospects of Taiwan Derivatives Research: Empirical Studies and Applications | Lin B.-H.; Chung S.-L. ; Yeh S.-K. | NTU Management Review | 2 | 0 | |
10 | 2017 | 槓桿型與反向型ETF追蹤績效分析與模擬 | 張森林 ; 徐宇薇 | 期貨與選擇權學刊 | |||
11 | 2017 | 台灣衍生性金融商品市場實證與運用研究文獻回顧與展望 | 林丙輝(Bing-Huei Lin); 張森林(San-Lin Chung); 葉仕國(Shih-Kuo Yeh); SAN-LIN CHUNG | 臺大管理論叢 | 2 | 0 | |
12 | 2016 | Review and prospects of Taiwan derivatives research: pricing, hedging, and arbitrage | Lin B.-H.; Chung S.-L. ; Yeh S.-K. | NTU Management Review | 2 | 0 | |
13 | 2016 | Option-implied equity risk and the cross section of stock returns | Chen T.-F.; Chung S.-L. ; Tsai W.-C. | Financial Analysts Journal | 6 | 6 | |
14 | 2015 | The impacts of individual and institutional trading on futures returns and volatility: Evidence from emerging index futures markets | Kuo W.-H.; Chung S.-L. ; Chang C.-Y. | Journal of Futures Markets | 20 | 19 | |
15 | 2015 | Counterparty credit risk in the municipal bond market | Chung S.-L. ; Kao C.-W.; Wu C.; Yeh C.-Y. | Journal of Fixed Income | 4 | 0 | |
16 | 2014 | The Never-Early-Exercise Condition and Analytical Price Upper Bounds of American Power Call Options | 繆維中; 張森林 ; 李永新 | 期貨與選擇權學刊 | |||
17 | 2014 | The impact of derivatives hedging on the stock market: Evidence from Taiwan's covered warrants market | Chung S.-L. ; Liu W.-R.; Tsai W.-C. | Journal of Banking and Finance | 7 | 6 | |
18 | 2013 | Actuarial applications of the linear hazard transform in mortality immunization | Tsai C.C.L.; Chung S.-L. | Insurance: Mathematics and Economics | 15 | 15 | |
19 | 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 | |
20 | 2013 | Static hedging and pricing american knock-out options | Chung S-L. ; Shih P.-T. ; Tsai W-C. | Journal of Derivatives | 6 | 6 | |
21 | 2012 | When does investor sentiment predict stock returns? | Chung S.-L. ; Hung C.-H.; Yeh C.-Y. | Journal of Empirical Finance | 144 | 132 | |
22 | 2011 | The information content of the S and P 500 index and VIX options on the dynamics of the S and P 500 index | Chung S.-L. ; Tsai W.-C.; Wang Y.-H. ; Weng P.-S. | Journal of Futures Markets | 36 | 36 | |
23 | 2011 | Predicting Market Regimes and Stock Returns Using Investor Sentiment | SAN-LIN CHUNG ; Chung-Ying Yeh | 證券市場發展季刊 | 0 | 0 | |
24 | 2011 | The impact of liquidity on option prices | Chou R.K.; Chung S.-L. ; Hsiao Y.-J.; Wang Y.-H. | Journal of Futures Markets | 20 | 19 | |
25 | 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 | |
26 | 2011 | The diversification effects of volatility-related assets | Chen H.-C.; Chung S.-L. ; Ho K.-Y. | Journal of Banking and Finance | 33 | 31 | |
27 | 2011 | Applying Control Variate Technique to the Monte Carlo Simulation of Option Prices | 張森林 ; 屈誠銘; 李漢興; 葉宗穎 | 期貨與選擇權學刊 | |||
28 | 2010 | Catastrophe risk management with counterparty risk using alternative instruments | Yang-Che Wu; SAN-LIN CHUNG | Insurance: Mathematics and Economics | 23 | 20 | |
29 | 2010 | Efficient quadrature and node positioning for exotic option valuation | Chung S.-L. ; Ko K.; Shackleton M.B.; Yeh C.-Y. | Journal of Futures Markets | 7 | 6 | |
30 | 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 | |
31 | 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 | |
32 | 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 | |||
33 | 2009 | Static hedging and pricing American options | Chung S.-L. ; Shih P.-T. | Journal of Banking and Finance | 32 | 31 | |
34 | 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 | |||
35 | 2008 | 台灣地區勞工退休金制度的性別分析 | 陳芬苓; 張森林; SAN-LIN CHUNG | 人文及社會科學集刊 | 0 | 0 | |
36 | 2008 | Ranking Taiwanese management journals: A case study | Kao C.; HSIOU-WEI LIN ; SAN-LIN CHUNG ; Tsai W.-C.; Chiou J.-S.; Chen Y.-L.; Chen L.-H.; Fang S.-C.; Pao H.-L. | Scientometrics | 13 | 13 | |
37 | 2008 | Bounds and Prices of Currency Cross-Rate Options | Chung, San-Lin ; SAN-LIN CHUNG ; YAW-HUEI WANG | Journal of Banking and Finance | 9 | 7 | |
38 | 2007 | Generalised Geske-Johnson interpolation of option prices | Shackleton, Mark B.; Chung, San Lin; SAN-LIN CHUNG | Generalised Geske-Johnson interpolation of option prices | 5 | 5 | |
39 | 2007 | 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 | 財務金融學刊 | |||
40 | 2007 | Richardson extrapolation techniques for the pricing of American-style options | Chang C.-C.; Chung S.-L. ; Stapleton R.C. | Journal of Futures Markets | 42 | 40 | |
41 | 2007 | Generalized cox-ross-rubinstein binomial models | Chung S.-L. ; Shih P.-T. | Management Science | 23 | 24 | |
42 | 2006 | 附加年金制的遠期契約價值及政策意涵分析 | 陳芬苓; 張森林; SAN-LIN CHUNG | 證券市場發展季刊 | 0 | 0 | |
43 | 2006 | Loan guarantee portfolios and joint loan guarantees with stochastic interest rates | Chang C.-C.; Chung S.-L. ; Yu M.-T. | Quarterly Review of Economics and Finance | 9 | 0 | |
44 | 2006 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chung S.-L. | Journal of Financial and Quantitative Analysis | 11 | 9 | |
45 | 2006 | Option pricing for the transformed-binomial class | C?mara A.; Chung S.-L. | Journal of Futures Markets | 5 | 6 | |
46 | 2006 | 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 | 證券市場發展季刊 | |||
47 | 2006 | 台灣各大學院校在國際財金期刊之著作表現 | 洪茂蔚 ; 張森林 | 證券市場發展季刊 | |||
48 | 2005 | On the use and improvement of Hull and White's control variate technique | Chung S.-L. ; Shackleton M.B. | Applied Financial Economics | 1 | 0 | |
49 | 2005 | Pricing quanto equity swaps in a stochastic interest rate economy | Chung S.-L. ; Yang H.-F. | Applied Mathematical Finance | 0 | 0 | |
50 | 2005 | On the errors and comparison of vega estimation methods | Chung S.-L. ; Shackleton M. | Journal of Futures Markets | 2 | 3 | |
51 | 2004 | Enhancing the Computational Efficiency for the Monte Carlo Simulation Approach | 張傳章; 張森林; 林忠機; SAN-LIN CHUNG | 臺灣管理學刊 | 0 | 0 | |
52 | 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 | |
53 | 2004 | Pricing options with American-style average reset features | Chang C.-C.; Chung S.-L. ; Shackleton M.B. | Quantitative Finance | 3 | 3 | |
54 | 2003 | A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates | 張森林; SAN-LIN CHUNG | 臺灣管理學刊 | 0 | 0 | |
55 | 2003 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG | Finance | |||
56 | 2003 | The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield | SAN-LIN CHUNG ; Shackleton, Mark | Applied Economics Letters | 4 | 4 | |
57 | 2003 | Multivariate Binomial Approximations to the Valuation of Exotic Options | 張森林 | 台灣金融財務季刊 | 0 | 0 | |
58 | 2002 | 蒙地卡羅模擬法在美式選擇權評價之應用 | 張森林 ; 何振文 | 中國財務學刊 | 0 | 0 | |
59 | 2002 | Pricing American options on foreign assets in a stochastic interest rate economy | Chung S.-L. | Journal of Financial and Quantitative Analysis | 8 | 5 | |
60 | 2002 | Valuation and hedging of differential swaps | Chang C.-C.; Chung S.-L. ; Yu M.-T. | Journal of Futures Markets | 4 | 4 | |
61 | 2002 | Pricing Asian-style interest rate swaps | Chang C.-C.; Chung S.-L. | Journal of Derivatives | 3 | 0 | |
62 | 2002 | Review of synthesis of no-arbitrage Gaussian term structure models | Chung S.-L. | Canadian Journal of Administrative Sciences | 0 | ||
63 | 2002 | The Binomial Black - Scholes Model and the Greeks | Chung S.-L. ; SAN-LIN CHUNG | Journal of Futures Markets | 10 | 11 | |
64 | 2002 | The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model | Chen H.-C.; Chen D.M.; Chung S.-L. | Journal of Futures Markets | 0 | 0 | |
65 | 2001 | Valuation and Hedging of American-Style Lookback and Barrier Options | Chang, C. C.; S. L. Chung; SAN-LIN CHUNG | Advances in Investment Analysis and Portfolio Management | |||
66 | 2000 | American option valuation under stochastic interest rates | Chung S.-L. | Review of Derivatives Research | 14 | 0 | |
67 | 2000 | 隨機波動性下障礙選擇權之評價分析 | 張森林 ; 張傳章; 許博翔 | 中國財務學刊 | 0 | 0 | |
68 | 2000 | 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 | 管理學報 | |||
69 | 1999 | 股酬交換之定價:評論 | 張森林; SAN-LIN CHUNG | 中國財務學刊 | 0 | 0 |