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Option pricing theory
19
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Liu, Pu
84
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72
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31
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23
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19
Shao, Yingying
18
Yeager, Timothy J.
15
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10
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10
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10
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9
Dai, Tian-shyr
7
Lyuu, Yuh-Dauh
7
Lyuu, Yuh-dauh
7
Solt, Michael E.
7
Chow, Edward H.
6
Schulman, Craig
6
Thakor, Anjan V.
6
Brune, Chris
5
Chang, Hao-Han
5
Gu, Jenny
5
Jiang, Christine X.
5
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5
Syed, Azmat A.
5
Tuttle, Donald L.
5
Yang, Sharon S.
5
Adler, Michael
4
Felton, James
4
Hearth, Douglas
4
Hernandez, Rodrigo
4
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4
Maness, Terry S.
4
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4
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4
Wang, Chuan-Ju
4
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4
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3
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3
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Journal of banking & finance
11
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6
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5
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ECONIS (ZBW)
102
RePEc
58
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31
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4
EconStor
2
USB Cologne (EcoSocSci)
1
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71
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
Saved in:
72
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
Saved in:
73
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
74
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
Saved in:
75
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
Saved in:
76
Evaluating corporate bonds and analyzing claim holders' decisions with complex debt structure
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Wang, Chuan-Ju
- In:
Journal of banking & finance
72
(
2016
),
pp. 151-174
Persistent link: https://www.econbiz.de/10011635505
Saved in:
77
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
Saved in:
78
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
Saved in:
79
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
Saved in:
80
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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