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Search: person:"Dai, Tian-shyr"
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Option pricing theory
14
Optionspreistheorie
14
Credit risk
8
Kreditrisiko
7
Theorie
6
Theory
6
Option trading
4
Optionsgeschäft
4
Capital structure
3
Convertible bond
3
Corporate bond
3
Kapitalstruktur
3
Unternehmensanleihe
3
Wandelanleihe
3
Aktienoption
2
Anleihe
2
Bond
2
Default
2
Derivat
2
Derivative
2
Insolvency
2
Insolvenz
2
Interest rate
2
Lebensversicherung
2
Life insurance
2
Mortality
2
Option pricing
2
Pricing
2
Sterblichkeit
2
Stock option
2
Structural model
2
Yield curve
2
Zins
2
Zinsstruktur
2
Adaptive placement
1
Altersvorsorge
1
Analytical pricing formula
1
Arithmetic average options
1
Asia-Pacific region
1
Asian options
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Undetermined
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Article
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21
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English
21
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16
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Dai, Tian-Shyr
29
Liu, Liang-Chih
9
Dai, Tian-shyr
7
Lyuu, Yuh-Dauh
7
Lyuu, Yuh-dauh
7
Yang, Sharon S.
5
Wang, Chuan-Ju
4
Wang, Jr-Yan
4
Chang, Hao-Han
3
Chiu, Chun-Yuan
3
Hernández, Rodrigo
3
Liu, Pu
3
Wang, Chuan-ju
3
Zhou, Lei
3
Lee, Wayne Y.
2
Wei, Hui-Shan
2
Chen, Yu-Ting
1
Dai, Tian‐Shyr
1
Fan, Chen-Chiang
1
Fang, Yuh-Yuan
1
Fang, Yuh-yuan
1
Lee, Cheng F.
1
Lee, Wayne
1
Lyuu, Yuh‐Dauh
1
Wang, Chuan‐Ju
1
Wang, Jr-yan
1
Wei, Hui-shan
1
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Published in...
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Review of derivatives research
5
The journal of futures markets
4
Insurance / Mathematics & economics
3
Review of quantitative finance and accounting
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied Economics Letters
2
Applied economics letters
2
Quantitative Finance
2
Quantitative finance
2
Review of Derivatives Research
2
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Insurance: Mathematics and Economics
1
International journal of bonds and derivatives
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Review of Pacific Basin financial markets and policies
1
Review of Quantitative Finance and Accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
21
RePEc
9
OLC EcoSci
7
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1
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
2
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
Saved in:
3
Analytical pricing formulae for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
4
Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
;
Chang, Hao-Han
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1597-1638
Persistent link: https://www.econbiz.de/10013288012
Saved in:
5
Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
Saved in:
6
A novel state-transition forest : pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Chang, Hao-Han
;
Zhou, Lei
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2021-2045
Persistent link: https://www.econbiz.de/10013490918
Saved in:
7
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, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
8
Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
Lee, Cheng F.
;
Dai, Tian-Shyr
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011697178
Saved in:
9
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Saved in:
10
Evaluating corporate bonds and analyzing claim holders' decisions with complex debt structure
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Wang, Chuan-Ju
- In:
Journal of banking & finance
72
(
2016
),
pp. 151-174
Persistent link: https://www.econbiz.de/10011635505
Saved in:
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