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Pricing convertible bonds subj...
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Aging population, retirement, and risk taking : reply
Levy, Haim
- In:
Management science : journal of the Institute for …
66
(
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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
(
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4
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Persistent link: https://www.econbiz.de/10011687427
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Using forward Monte-Carlo simulation for the valuation of American barrier options
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2018
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Operational asymptotic stochastic dominance
Huang, Rachel J.
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Tzeng, Larry Y.
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Wang, Jr-Yan
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- In:
European journal of operational research : EJOR
280
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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
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(
2011
)
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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
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pp. 7-28
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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
)
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88
Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr
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Wang, Jr-Yan
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Wei, Hui-Shan
- In:
Review of Derivatives Research
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2008
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89
Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr
;
Wang, Jr-Yan
;
Wei, Hui-Shan
- In:
Review of derivatives research
11
(
2008
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A general model for short-term interest rates
Chung, C.-F.
;
Hung, M.-W.
- In:
Applied economics
32
(
2000
)
2
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pp. 111-122
Persistent link: https://www.econbiz.de/10007681215
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