公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2013 | A lattice model for option pricing under GARCH-jump processes | Lin, B.-H.; MAO-WEI HUNG ; JR-YAN WANG ; Wu, Ping-Da | Review of Derivatives Research | 3 | 3 | |
2011 | Loss aversion and the term structure of interest rates | Hung, M.-W.; JR-YAN WANG ; MAO-WEI HUNG | Applied Economics | 2 | 2 | |
2017 | A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds | JR-YAN WANG ; Dai, T.-S. | Journal of Derivatives | | | |
2020 | Operational asymptotic stochastic dominance | Huang, R.J.; Tzeng, L. ; Wang, J.-Y. ; Zhao, Lin | European Journal of Operational Research | 3 | 3 | |
2002 | Pricing Convertible Bonds Subject to Default Risk | JR-YAN WANG ; MAO-WEI HUNG | Journal of Derivatives | | | |
2017 | Rainbow trend options: valuation and applications | JR-YAN WANG ; Wang, H.-C.; Ko, Y.-C.; MAO-WEI HUNG | Review of Derivatives Research | 3 | 5 | |
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 | |
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 | |
2022 | A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model | Dai, TS; Fan, CC; Liu, LC; Wang, CJ; JR-YAN WANG | Journal of Futures Markets | 0 | 0 | |
2011 | Structure of spot rates and duration hedging | Lin, B.-H.; JR-YAN WANG ; Tai, S.-W. | Asia-Pacific Journal of Financial Studies | | | |
2010 | Tight bounds on American option prices | Chung S.-L. ; JR-YAN WANG | Journal of Banking and Finance | | | |
2018 | Using forward Monte-Carlo simulation for the valuation of American barrier options | Miao, D.W.-C.; Lee, Y.-H.; JR-YAN WANG | Annals of Operations Research | | | |
2015 | The valuation of forward-start rainbow options | Chen, C.-Y.; Wang, H.-C.; JR-YAN WANG | Review of Derivatives Research | | | |
2008 | Variance reduction for multivariate Monte Carlo simulation | Wang, J.-Y.; Hung, M. W.; Wang, J. Y.; JR-YAN WANG | Journal of Derivatives | 2 | 3 | |