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Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
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Realised tax benefits and capital structure
Dai, Tian-shyr; Wang, Chuan-ju - In: International journal of bonds and derivatives 1 (2013) 1, pp. 88-109
Persistent link: https://www.econbiz.de/10010338907
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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) 1/2, pp. 83-118
Persistent link: https://www.econbiz.de/10003829559
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Analytics for geometric average trigger reset options
Dai, Tian-shyr; Fang, Yuh-yuan; Lyuu, Yuh-dauh - In: Applied economics letters 12 (2005) 13, pp. 835-840
Persistent link: https://www.econbiz.de/10003196210
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Efficient, exact algorithms for Asian options with multiresolution lattices
Dai, Tian-Shyr; Lyuu, Yuh-dauh - In: Review of derivatives research 5 (2002) 2, pp. 181-203
Persistent link: https://www.econbiz.de/10001722147
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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
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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
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A multiphase, flexible, and accurate lattice for pricing complex derivatives with multiple market variables
Dai, Tian-shyr; Wang, Chuan-ju; Lyuu, Yuh-dauh - In: The journal of futures markets 33 (2013) 9, pp. 795-826
Persistent link: https://www.econbiz.de/10009779071
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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
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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