APAD Conference Archive
Session 1: Option Pricing
Writer 관리자
Date2013.09.15
Hit2571
Option Pricing Under Stock Market Cycles with Jump Risks in Dow Jones Industrial Average Index and S&P 500 Index(Shih-Kuei Lin, So-De Shyu, Shin-Yun Wang)

Option Pricing Using Roll-Over Parameters(Sol Kim)

What Caused Chinese Warrant Price Deviations: Speculation or Creation Mechanism?(Wenjie Ma, Lei Lu)

Modeling Infectious Mortality Risk and Its Application to the Valuation of Mortality-linked Securities(Fen-Ying Chen, Hong-Chih Huang, Sharon S. Yang)
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