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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in Pacific Basin financial markets
1
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1
Atlantic economic journal : AEJ
1
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1
Financial innovation and aggregate risk sharing
Hernández, Rodrigo
;
Liu, Pu
;
Shao, Yingying
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2182-2198
Persistent link: https://www.econbiz.de/10011911604
Saved in:
2
The relationships between absolute and relative risk aversion : a note
Liu, Pu
- In:
Atlantic economic journal : AEJ
16
(
1988
)
4
,
pp. 77-78
Persistent link: https://www.econbiz.de/10001064176
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3
Financial innovation in Taiwan : the engineering of treasury bond margin contracts
Chow, Edward H.
;
Liu, Pu
- In:
Advances in Pacific Basin financial markets
5
(
1999
),
pp. 25-43
Persistent link: https://www.econbiz.de/10001493493
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4
Stock price elasticity of option premium
Liu, Pu
- In:
Advances in investment analysis and portfolio …
1
(
1991
),
pp. 83-90
Persistent link: https://www.econbiz.de/10001134294
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5
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
Saved in:
6
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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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
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
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8
Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju
;
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 749-757
Persistent link: https://www.econbiz.de/10010379934
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9
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/10009736111
Saved in:
10
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
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