研究成果

第 1 到 25 筆結果，共 25 筆。

公開日期標題作者來源出版物scopusWOS全文
12022Option implied riskiness and risk-taking incentives of executive compensationLu, Chia-Chi; Shen, Carl Hsin-han; PAI-TA SHIH ; Tsai, Wei-CheReview of Quantitative Finance and Accounting00
22021打造亞太綠能中心　加速企業綠色轉型石百達 ; 蔡維哲國際開發援助現場季刊
32019Semistatic hedging and pricing American floating strike lookback optionsChung S.-L. ; Huang Y.-T.; Shih P.-T. ; JR-YAN WANG Journal of Futures Markets11
42019VIX derivatives: Valuation models and empirical evidenceLo C.-L.; Shih P.-T. ; Wang Y.-H. Pacific Basin Finance Journal1211
52018Analytical Approximations for American Options: The Binary Power Option ApproachMi-Hsiu Chiang; Hsin-Hao Fu; Yi-Ta Huang; Chien-Ling Lo; PAI-TA SHIH 財務金融學刊00
62017Pricing Stock Options with State-Dependent Jump-to-DefaultSan-Lin Chung ; Chien-Ling Lo; Pai-Ta Shih 期貨與選擇權學刊
72013Static hedging and pricing American knock-in put optionsChung S.-L. ; Shih P.-T. ; Tsai W.-C.Journal of Banking and Finance1415
82013Revisiting almost second-degree stochastic dominanceTzeng L.Y. ; Huang R.J.; Shih P.-T. Management Science5453
92013Static hedging and pricing american knock-out optionsChung S-L. ; Shih P.-T. ; Tsai W-C.Journal of Derivatives66
102012Disappointment and the optimal insurance contractHuang R.J.; Shih P.-T. ; Tzeng L.Y. GENEVA Risk and Insurance Review34
112012Real options and earnings-based bonus compensationHuang H.-H.; Huang H.; Shih P.-T. Journal of Banking and Finance53
122011Investment with network externality under uncertaintyLu C.-C.; Hung W.; Sheu J.-J.; Shih P.-T. Review of Quantitative Finance and Accounting20
132011On the rate of convergence of binomial GreeksChung S.-L. ; Hung W.; Lee H.-H.; Shih P.-T. Journal of Futures Markets34
142010財金數量方法張森林 ; 石百達 
152010A modified static hedging method for continuous barrier optionsChung S.-L. ; Shih P.-T. ; Tsai W.-C.Journal of Futures Markets1012
162010Static Hedging and Pricing American Exotic Options Presenter石百達 臺大?大?融學術研討會 00
172009臺股指數期貨係證金估計模型及結構比之研究張森林 ; 石百達 ; 李存修 ; 施宗佐期貨與選擇權學刊
182009Static hedging and pricing American optionsChung S.-L. ; Shih P.-T. Journal of Banking and Finance3231
192008Binomial Option Pricing Models with Monotonic and Smooth Convergence PropertySan-Lin Chung ; Pai-Ta Shih ; Chung-Ying Yeh期貨與選擇權學刊
202008The overall effect of volatility on investmentPAI-TA SHIH ; Weifeng HungEconomics Letters00
212007Generalized cox-ross-rubinstein binomial modelsChung S.-L. ; Shih P.-T. Management Science2324
222005在網絡規模波動下以實質選擇權分析網絡外部性產業之廠商投資行為石百達 ; 陳怡豪; 潘金谷財務金融學刊00
232005租稅減讓或定額補貼－實質選擇權之探究石百達 ; 李娓瑋管理學報00
242005在網絡規模坡動下以實質選擇權分析網絡外部性產業之廠商投資行為石百達 財務金融學刊 
252005租稅減讓或定額補貼－實質選擇權之探究石百達 管理學報 00