公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
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 | |||
2006 | Generalized Analytical Upper Bounds for American Option Prices | Chung, S. L.; Chung S.-L. | Journal of Financial and Quantitative Analysis | 11 | 9 | |
2007 | Generalized cox-ross-rubinstein binomial models | Chung S.-L. ; Shih P.-T. | Management Science | 23 | 24 | |
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 | |
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 | |
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 | |
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 | |
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 | |
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 |