公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
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 | |
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 | | | |
1999 | A Unified Approach for No-arbitrage Gaussian Term Structure Models | Chung, S. L.; SAN-LIN CHUNG | 1999 European Financial Management Association Annual Meeting | | | |
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 | |
2013 | Actuarial applications of the linear hazard transform in mortality immunization | Tsai C.C.L.; Chung S.-L. | Insurance: Mathematics and Economics | 15 | 15 | |
1997 | American Option Valuation under stochastic Interest Rates | Chung, S. L.; SAN-LIN CHUNG | the 24th European Finance Association Annual Conference | | | |
2000 | American option valuation under stochastic interest rates | Chung S.-L. | Review of Derivatives Research | 14 | 0 | |
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 | | | |
2002 | The Binomial Black - Scholes Model and the Greeks | Chung S.-L. ; SAN-LIN CHUNG | Journal of Futures Markets | 10 | 11 | |
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 | | | |
2008 | Bounds and Prices of Currency Cross-Rate Options | Chung, San-Lin ; SAN-LIN CHUNG ; YAW-HUEI WANG | Journal of Banking and Finance | | | |
2010 | Catastrophe risk management with counterparty risk using alternative instruments | Yang-Che Wu; SAN-LIN CHUNG | Insurance: Mathematics and Economics | 23 | 20 | |
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 | |
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 | |
2011 | The diversification effects of volatility-related assets | Chen H.-C.; Chung S.-L. ; Ho K.-Y. | Journal of Banking and Finance | 33 | 31 | |
2003 | Efficient Quadratic Approximation of Floating Strike Asian Option Values | Chung, S. L.; M. Shackleton; R. Wojakowski; SAN-LIN CHUNG | Finance | | | |
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 | | | |
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 | |
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 | |
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 | |