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Financial engineering and computation : principles, mathematics, algorithms
Lyuu, Yuh-dauh - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001571910
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Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
Dai, Tian-Shyr; Luo, Yi-Jen; Chang, Hao-Han; Kao, Chu-Lan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1391-1411
Persistent link: https://www.econbiz.de/10015178520
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Constructing optimal portfolio rebalancing strategies with a two-stage multiresolution-grid model
Dai, Tian-Shyr; Chen, Bo-Jen; Sun, You-Jia; Yang, Dong-Yuh - In: Computational economics 64 (2024) 5, pp. 3117-3142
Persistent link: https://www.econbiz.de/10015144113
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On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615