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Aging population, retirement, and risk taking : reply
Levy, Haim - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2796-2799
Persistent link: https://www.econbiz.de/10012254490
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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
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Using forward Monte-Carlo simulation for the valuation of American barrier options
Wei-Chung Miao, Daniel; Lee, Yung-Hsin; Wang, Jr-Yan - 2018
Persistent link: https://www.econbiz.de/10011891173
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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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Structure of spot rates and duration hedging
Lin, Bing-huei; Wang, Jr-yan; Tai, Shih-wen - In: Asia-Pacific journal of financial studies 40 (2011) 4, pp. 550-576
Persistent link: https://www.econbiz.de/10009958551
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Variance Reduction for Multivariate Monte Carlo Simulation
Wang, Jr-Yan - In: The journal of derivatives : the official publication … 16 (2008) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10008099506
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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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Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan - In: Review of Derivatives Research 11 (2008) 1, pp. 83-118
Persistent link: https://www.econbiz.de/10005809713
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Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr; Wang, Jr-Yan; Wei, Hui-Shan - In: Review of derivatives research 11 (2008) 1, pp. 83-118
Persistent link: https://www.econbiz.de/10008173307
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A general model for short-term interest rates
Chung, C.-F.; Hung, M.-W. - In: Applied economics 32 (2000) 2, pp. 111-122
Persistent link: https://www.econbiz.de/10007681215