Table of Contents Table of Contents
Previous Page  291 / 414 Next Page
Information
Show Menu
Previous Page 291 / 414 Next Page
Page Background

臺大管理論叢

27

卷第

1

291

model of currency futures in imperfect markets–Theory and empirical evidence.

Taipei Economic Inquiry

, 37 (1): 31-67.)

陳安斌與張志良,

2001

,基因演算法自動演化之類神經網路在選擇權評價及避險之研

究:分析與實證,

資訊管理學報

7

2

期:

63-80

(Chen, An-Pin, and Chang,

Camus. 2001. A genetic adaptive neural network approach to options pricing and

hedging: Analysis and evidence.

Journal of Information Management

, 7 (2):

63-80.)

陳松男與姜一銘,

2004

,匯率連動遠期生效亞洲選擇權,

經濟論文

32

1

期:

149-

199

(Chen, Son-Nan, and Jiang, I-Ming. 2004. Quanto Forward-Start Asian

options.

Academia Economic Papers

, 32 (1): 149-199.)

陳松男與鄭翔尹,

2000

,組合型權證的正確評價及避險方法,

證券市場發展季刊

11

4

期:

1-22

(Chen, Son-Nan, and Cheng, Shyang-Yin. 2000. On the pricing

and hedging of an European basket option.

Review of Securities and Futures

Markets

, 11 (4): 1-22.)

陳芬苓與張森林,

2006

,附加年金制的遠期契約價值及政策意涵分析,

證券市場發展

季刊

18

1

期:

1-30

doi: 10.6529/RSFM.2006.18(1).1 (Chen, Fen-Ling,

and Chung, San-Lin. 2006. The forward contract values and policy implications of

the Supplementary Annuity System.

Review of Securities and Futures Markets

,

18 (1): 1-30. doi: 10.6529/RSFM.2006.18(1).1)

陳煒朋、吳壽山與洪慧妤,

2010

,選擇權價格效率性、放空限制與雜訊交易者風險,

期貨與選擇權學刊

3

1

期:

1-31

(Chen, Wei-Peng, Wu, Sou-shan, and

Hung, Hui-Yu. 2010. Pricing efficiency, short sales restrictions, and noise trader

risk: Evidence from the TAIEX Options.

Journal of Futures and Options

, 3 (1):

1-31.)

黃永成,

2011

,結合灰關聯分析之模糊連續遺傳演算法對選擇權之評價,

資訊管理學

18

1

期:

133-153

(Huang, Yung-Cheng. 2011. Option pricing using

fuzzy continuous genetic algorithm via grey relational analysis.

Journal of

Information Management

, 18 (1): 133-153.)

黃玉娟、詹淑慧與陳則學,

2012

,新加坡摩根台股期貨到期日效應之因素探討:套利

或操縱?,

管理與系統

19

4

期:

761-782

(Huang, Yu-Chuan, Chan, Shu-

Hui, and Chen, Tse-Hsueh. 2012. Expiration-day effect of SGX MSCI Taiwan

Index Futures: Arbitrage or manipulation?.

Journal of Management & Systems

,

19 (4): 761-782.)

黃柏凱、張元晨與臧大年,

2004

,影響股價指數期貨定價誤差因素之研究-以臺股期