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~person:"Tsai, Wei-che"
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Option pricing theory
2
Optionspreistheorie
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Aktienindex
1
American options
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Black-Scholes model
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Tsai, Wei-che
Wang, Yaw-Huei
60
Wang, Yaw-huei
16
Chang, Chuang-Chang
10
Bartram, Söhnke M.
9
Hsieh, Pei-Fang
9
Taylor, Stephen J.
9
Chung, San-Lin
7
Tsai, Wei-Che
6
Wang, Yaw‐Huei
6
Chang, Chuang-chang
5
Yen, Kuang-Chieh
5
Câmara, António
4
Keswani, Aneel
4
Taylor, Stephen
4
Chou, Robin K.
3
Chung, San-lin
3
Hung, Mao-Wei
3
Tseng, Chih-Ping
3
Bartram, Sohnke M.
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Camara, Antonio
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Chiu, Ying-Tzu
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Chung, San‐Lin
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Feng, Shih-Ping
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Hsiao, Yu-Jen
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Hsiao, Yu-jen
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Hsu, Chih-Chiang
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Kang, Jangkoo
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Kim, Hwa-sung
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Lin, Jun-Biao
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Lin, Zih-Ying
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Lo, Chien-Ling
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San-Lin, Chung
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Shih, Pai-Ta
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Shin, Jeongwoo
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Tang, Chih-Wei
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Wang, Yun-Yi
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Bartram, Söehnke
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Chang, Kai‐Jiun
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Review of quantitative finance and accounting
1
The journal of futures markets
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ECONIS (ZBW)
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Using Richardson extrapolation techniques to price American options with alternative stochastic processes
Chang, Chuang-chang
;
Lin, Jun-biao
;
Tsai, Wei-che
; …
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 383-406
Persistent link: https://www.econbiz.de/10009673702
Saved in:
2
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin
;
Tsai, Wei-che
;
Wang, Yaw-huei
;
Weng, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
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