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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
2003
A Numerically Efficient Valuation Method for American Currency Options with Stochastic Interest Rates
張森林
臺灣管理學刊
1999
A Unified Approach for No-arbitrage Gaussian Term Structure Models
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
2000
American option valuation under stochastic interest rates
Chung S.-L.
Review of Derivatives Research
14
0
1997
American Option Valuation under stochastic Interest Rates
SAN-LIN CHUNG
the 24th European Finance Association Annual Conference
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
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
2003
Efficient Quadratic Approximation of Floating Strike Asian Option Values
SAN-LIN CHUNG
; M. Shackleton; R. Wojakowski
Finance
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
臺灣管理學刊
2007
Generalised Geske-Johnson interpolation of option prices
Shackleton, Mark B.; SAN-LIN CHUNG
; SAN-LIN CHUNG
Generalised Geske-Johnson interpolation of option prices