公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
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 |