公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
---|---|---|---|---|---|---|
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 | |
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 | |
2004 | Pricing options with American-style average reset features | Chang C.-C.; Chung S.-L. ; Shackleton M.B. | Quantitative Finance | 3 | 3 |