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A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
Yang, Sharon S.; Dai, Tian-shyr - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 231-242
Persistent link: https://www.econbiz.de/10009736111
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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
Persistent link: https://www.econbiz.de/10005941027
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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 (2001) 2, pp. 181
Persistent link: https://www.econbiz.de/10005945403
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THE BINO-TRINOMIAL TREE: A Simple Model for Efficient and Accurate Option Pricing
Dai, Tian-Shyr; Lyuu, Yuh-Dauh - In: The journal of derivatives : the official publication … 17 (2010) 4, pp. 7-25
Persistent link: https://www.econbiz.de/10008428799
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A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
Yang, Sharon S.; Dai, Tian-Shyr - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 231-242
Persistent link: https://www.econbiz.de/10010098500
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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
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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
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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
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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
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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