2

Pricing Convertible Bonds Subject to Default Risk

Hung, Mao-Wei, Wang, Jr-Yan
Journal:
The Journal of Derivatives
Year:
2002
Language:
english
File:
PDF, 586 KB
english, 2002
3

Tight bounds on American option prices

San-Lin Chung, Mao-Wei Hung, Jr-Yan Wang
Journal:
Journal of Banking & Finance
Year:
2010
Language:
english
File:
PDF, 391 KB
english, 2010
4

Variance Reduction for Multivariate Monte Carlo Simulation

Wang, Jr-Yan
Journal:
The Journal of Derivatives
Year:
2008
Language:
english
File:
PDF, 2.31 MB
english, 2008
5

The valuation of forward-start rainbow options

Chen, Chun-Ying, Wang, Hsiao-Chuan, Wang, Jr-Yan
Journal:
Review of Derivatives Research
Year:
2015
Language:
english
File:
PDF, 2.71 MB
english, 2015
6

Rainbow trend options: valuation and applications

Wang, Jr-Yan, Wang, Hsiao-Chuan, Ko, Yi-Chen, Hung, Mao-Wei
Journal:
Review of Derivatives Research
Year:
2017
Language:
english
File:
PDF, 2.75 MB
english, 2017
8

Asset Prices Under Prospect Theory and Habit Formation

Hung, Mao-Wei, Wang, Jr-Yan
Journal:
Review of Pacific Basin Financial Markets and Policies
Year:
2005
Language:
english
File:
PDF, 1.46 MB
english, 2005
9

Comment on “Aging Population, Retirement, and Risk Taking”

Huang, Rachel J., Tzeng, Larry Y., Wang, Jr-Yan, Zhao, Lin
Journal:
Management Science
Year:
2019
Language:
english
File:
PDF, 690 KB
english, 2019
10

Adaptive placement method on pricing arithmetic average options

Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
Journal:
Review of Derivatives Research
Year:
2008
Language:
english
File:
PDF, 617 KB
english, 2008
12

Loss aversion and the term structure of interest rates

Hung, Mao-Wei, Wang, Jr-Yan
Journal:
Applied Economics
Year:
2011
Language:
english
File:
PDF, 706 KB
english, 2011
13

Structure of Spot Rates and Duration Hedging*

Lin, Bing-Huei, Wang, Jr-Yan, Tai, Shih-Wen
Journal:
Asia-Pacific Journal of Financial Studies
Year:
2011
Language:
english
File:
PDF, 389 KB
english, 2011
16

Operational asymptotic stochastic dominance

Huang, Rachel J., Tzeng, Larry, Wang, Jr-Yan, Zhao, Lin
Journal:
European Journal of Operational Research
Year:
2019
Language:
english
File:
PDF, 556 KB
english, 2019