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The journal of futures markets
3
Decision making and risk/return optimization in financial economics
1
European journal of operational research : EJOR
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
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2
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
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3
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
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4
The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
;
Lu, Hsin-Min
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
Saved in:
5
Revisiting generalized almost stochastic dominance
Chang, Jow-Ran
;
Liu, Wei-Han
;
Hung, Mao-Wei
- In:
Decision making and risk/return optimization in …
,
(pp. 175-192)
.
2019
Persistent link: https://www.econbiz.de/10012134793
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6
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
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7
Operational asymptotic stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10012132397
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8
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
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