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Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 95-102
Persistent link: https://www.econbiz.de/10008212893
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Fair valuation of mortgage insurance with current loan-to-value and debt service ratios
Wu, Yang-che; Lin, Chin-yuan - In: The IUP journal of risk & insurance 9 (2012) 1, pp. 48-61
Persistent link: https://www.econbiz.de/10010005128
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Catastrophe risk management with counterparty risk using alternative instruments
Wu, Yang-Che; Chung, San-Lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-246
Persistent link: https://www.econbiz.de/10008447795
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Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance
Chen, Ming-Chi; Peng, Chi-Lu; Shyu, So-De; Zeng, Jhih-Hong - In: The journal of real estate finance and economics 45 (2012) 2, pp. 364-383
Persistent link: https://www.econbiz.de/10009991553
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Liquidity and the Future Stock Returns of the REIT Industry
Chen, Ming-Chi; Wang, Chin-Yu; Shyu, So-De - In: The journal of real estate finance and economics 45 (2012) 3, pp. 588-604
Persistent link: https://www.econbiz.de/10010017561
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Counterparty effects on capital structure decision in incomplete market
Chen, Chang-Chih; Shyu, So-De; Yang, Chih-Yuan - In: Economic modelling 28 (2011) 5, pp. 2181-2190
Persistent link: https://www.econbiz.de/10009328710
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Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market
Chang, Chia-Chien; Huang, Wei-Yi; Shyu, So-De - In: The journal of real estate finance and economics 45 (2012) 4, pp. 846-869
Persistent link: https://www.econbiz.de/10010028096
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Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts
Chen, Ming-Chi; Chang, Chia-Chien; Lin, Shih-Kuei; … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 399-423
Persistent link: https://www.econbiz.de/10008410502
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A waste management model for optimal recycling–landfilling policies under macroeconomic conditions
Chen, Chang-Chih; Shyu, So-De; Wu, Yen-Chun; Yang, Chih-Yuan - In: Economic modelling 28 (2011) 3, pp. 852-859
Persistent link: https://www.econbiz.de/10008893647
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Pricing models of equity swaps
Wang, Ming-Chieh; Liao, Szu-Lang - In: The journal of futures markets 23 (2003) 8, pp. 751-772
Persistent link: https://www.econbiz.de/10006822269