Issue Date | Title | Author(s) | ???itemlist.dc.relation.ispartof??? | ???itemlist.crismetrics_wos??? | ???itemlist.bitstreamformat??? |
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2017 | Simultaneous Implication of Credit Risk and Embedded Options in Lease Contracts | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Yildiray Yildirim | American Real Estate and Urban Economics Association meeting | ||
2011 | The Valuation of Employee Reload Options with Stochastic Interest Rates | Chuang-Chang Chang; Hsiao-Wei Ho ; Ruey-Jenn Ho; Wei-Chang Cheng | |||
2011 | The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2011 Korea Finance Association and Taiwan Finance Association | ||
2019 | The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2019 FeAT Annual Conference | ||
2013 | Valuation of the Inflation Rate Guarantee Embedded in Defined Contribution Pension Plans | Chuang-Chang Chang; Hsiao-Wei Ho ; Henry H. Huang; Ting-Pin Wu | 2013 International Conference of Taiwan Finance Association |