公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
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 | |
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 | |
2001 | Monte Carlo Estimations of Greeks | Chung, S. L.; SAN-LIN CHUNG | The 8th Annual Conference of the Multinational Finance Society | |||
2003 | Multivariate Binomial Approximations to the Valuation of Exotic Options | 張森林 | 台灣金融財務季刊 | 0 | 0 | |
1998 | Multivariate Binomial Method for the Valuation of Exotic Options | Chung, S. L.; SAN-LIN CHUNG | 7th conference on the Theories and Practices of Securities and Financial Markets | |||
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 | |||
1996 | No-arbitrage Term Structure Models | Chung, S. L.; SAN-LIN CHUNG | The Doctoral Tutorial of 23rd European Finance Association Annual Conference | |||
2005 | On the errors and comparison of vega estimation methods | Chung S.-L. ; Shackleton M. | Journal of Futures Markets | 2 | 3 | |
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 | |
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 | |
2005 | Option Pricing for the Transformed-Binomial Class | Camara, A.; S. L. Chung; SAN-LIN CHUNG | The 2005 FMA Annual Meeting | |||
2006 | Option pricing for the transformed-binomial class | C?mara A.; Chung S.-L. | Journal of Futures Markets | 5 | 6 | |
2002 | Option pricing in a multi-asset, complete market economy | Chen R.-R.; Chung S.-L. ; Yang T.T. | Journal of Financial and Quantitative Analysis | 21 | 18 | |
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 | |
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 |