2010 |
Lu, H.C., Li,H.L., Gounaris, C.E., Floudas, C.A., Convex Relaxation for Solving Posynomial Programs., Journal of Global Optimization, vol. 4, 1, pp. 147-154, 2010 |
2009 |
Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee , Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence , International Journal of Information Technology and Decision Making, vol. 8, 4, pp. 629-675, Dec. 2009 |
2009 |
Tian-Shyr Dai, Huimin Chung, and Chun-Ju Ho , Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology , NTU Management Review, vol. 20, 1, pp. 41-68, Dec. 2009 |
2009 |
Hsieh, Wen-Liang G., Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan, Journal of Futures Markets, vol. 29, 10, pp. 920-945, Oct. 2009 |
2009 |
Huimin Chung, Her-Jiun Sheu and Juo-Lien Wang , Do the Earnings Management Practices of Firms Affect their Equity Liquidity? , Finance Research Letters, vol. 6, 3, pp. 152-158, Sep. 2009 |
2009 |
Yeh, Y. H., P. G. Shu, T. S. Lee, and Y. H. Su, Non-tradable Share Reform and Corporate Governance in Chinese Stock Market, Corporate Governance: An International Review , vol. 17, 4, pp. 457-475, Jul. 2009 |
2009 |
Yun-Yung Lin, Wen-Liang Hsieh, Tracking Error and Pricing Efficiency of the Taiwan 50 ETFs , Journal of Financial Studies, vol. 17, 2, pp. 1-34, Jun. 2009 |
2009 |
Ren-Raw Chen, Cheng-Few Lee, Han-Hsing Lee , Empirical Performance of the Constant Elasticity Variance Option Pricing Model , Review of Pacific Basin Financial Markets and Policies , vol. 12, 2, pp. 177-217, Jun. 2009 |
2009 |
Shu, P. G., Y. H. Yeh, and Y. H, Su, Decisions of IPO Reviewing Committee – Causes and Consequences, Emerging Market Finance and Trade, vol. 45, 3, pp. 67-82, May. 2009 |
2009 |
Tian-Shyr Dai, Yuh-Dauh Lyuu , Accurate and efficient lattice algorithms for American-style Asian options with range bounds , Applied Mathematics and Computation, vol. 209, 2, pp. 238-253, Mar. 2009 |