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Liu, Pu
14
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10
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6
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5
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Journal of banking & finance
5
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4
Review of derivatives research
3
International journal of financial markets and derivatives
2
Advances in quantitative analysis of finance and accounting : a research annual
1
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1
The design of bank-issued market-indexed certificates of deposit : survey, pricing and empirical test
Hernández, Rodrigo
;
Brusa, Jorge
;
Liu, Daniel Pu
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10010147900
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2
An economic analysis of bank-issued market-indexed certificate of deposit : an option pricing approach
Hernández, Rodrigo
;
Brusa, Jorge
;
Liu, Daniel Pu
- In:
International journal of financial markets and derivatives
2
(
2011
)
3
,
pp. 195-208
Persistent link: https://www.econbiz.de/10009956346
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3
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
Review of derivatives research
5
(
2002
)
2
,
pp. 181
Persistent link: https://www.econbiz.de/10005941027
Saved in:
4
Efficient, Exact Algorithms for Asian Options with Multiresolution Lattices
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
Review of derivatives research
5
(
2001
)
2
,
pp. 181
Persistent link: https://www.econbiz.de/10005945403
Saved in:
5
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
Yang, Sharon S.
;
Dai, Tian-Shyr
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010098500
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6
Adaptive placement method on pricing arithmetic average options
Dai, Tian-Shyr
;
Wang, Jr-Yan
;
Wei, Hui-Shan
- In:
Review of derivatives research
11
(
2008
)
1
,
pp. 83-118
Persistent link: https://www.econbiz.de/10008173307
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7
THE BINO-TRINOMIAL TREE: A Simple Model for Efficient and Accurate Option Pricing
Dai, Tian-Shyr
;
Lyuu, Yuh-Dauh
- In:
The journal of derivatives : the official publication …
17
(
2010
)
4
,
pp. 7-25
Persistent link: https://www.econbiz.de/10008428799
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8
PERFORMANCE - Mutual Fund Performance: Does Fund Size Matter? - Mutual funds must attain a minimum size to justify the costs of acquiring and tradin on information, but the marginal returns diminish when a fund exceeds its optimal size
Indro, Daniel C.
;
Jiang, Christine X.
;
Hu, Michael Y.
; …
- In:
Financial analysts' journal : FAJ
55
(
1999
)
3
,
pp. 74-87
Persistent link: https://www.econbiz.de/10006298089
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9
Stock market volatility, excess returns, and the role of investor sentiment
Lee, Wayne Y.
;
Jiang, Christine X.
;
Indro, Daniel C.
- In:
Journal of banking & finance
26
(
2002
)
12
,
pp. 2277-2300
Persistent link: https://www.econbiz.de/10005888373
Saved in:
10
Sources of gains to shareholders from bankruptcy resolution
Indro, Daniel C.
;
Leach, Robert T.
;
Lee, Wayne Y.
- In:
Journal of banking & finance
23
(
1999
)
1
,
pp. 21-48
Persistent link: https://www.econbiz.de/10005900272
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