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張森林、石百達與葉宗穎,
2008
,具單調與平滑收斂特性的二項樹選擇權定價模型分
析,
期貨與選擇權學刊
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1
卷
2
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47-72
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(Chung, San-Lin, Shih, Pai-Ta, and
Yeh, Chung-Ying. 2008. Binomial option pricing models with monotonic and
smooth convergence property.
Journal of Futures and Options
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張森林與何振文,
2002
,蒙地卡羅模擬法在美式選擇權評價之應用,
財務金融學刊
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10
卷
3
期:
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doi: 10.6545/JFS.2002.10(3).2 (Chung, San-Lin, and Ho,
Chen-Wen. 2002. Pricing American options using Monte Carlo simulation.
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張傳章、張森林與許博翔,
2000
, 隨機波動性下障礙選擇權之評價分析,
中國財務學
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8
卷
3
期:
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doi: 10.6545/JoFS.2000.8(3).2 (Chang, Chuang-Chang,
Chung, San-Lin, and Sheu, Bor-Shayang. 2000. Pricing barrier options under
stochastic volatility.
Journal of Financial Studies
, 8 (3): 41-77. doi: 10.6545/
JoFS.2000.8(3).2)
張傳章、張森林與廖志峰,
2000
,平均式價格選擇權定價理論與實例分析,
證券市場
發展季刊
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11
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4
期:
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(Chang, Chuang-Chang, Chung, San-Lin, and
Liao, Tze-Fong. 2000. Pricing Asian-style options: Theory and application.
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張傳章與劉明滄,
2000
,靜態避險:以障礙選擇權及向後看選擇權為例,
證券市場發
展季刊
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卷
1
期:
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(Chang, Chuang-Chang, and Liu, Min-Chuan.
2000. Static hedge: The case of barrier options and lookback options.
Review of
Securities and Futures Markets
, 12 (1): 71-108.)
張簡彰程、林楚雄與趙婉辛,
2012
,期貨最適避險比率之估計-
Bias-corrected EWMA
法,
經濟研究
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48
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(Chang Chien, Chang-Cheng, Lin, Chu-
Hsiung, and Chao, Wan-Hsin. 2012. Estimation of optimal hedge ratio for stock
index futures: Bias-corrected EWMA method.
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莊忠柱,
2004
,
NGARCH
組合型權證定價模型的評價與避險績效,
管理與系統
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11
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3
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(Chuang, Chung-Chu. 2004. On the valuation and hedging
performances of NGARCH basket options pricing model.
Journal of
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許溪南與黃清滿,
2001
,不完全市場下外匯期貨之定價-理論與實證,
經濟研究
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37
卷
1
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(Hsu, Hsi-Nan, and Huang, Ching-Mann. 2001. The pricing