No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,
Jhongli, TY 32001
National Central University at Taiwan - Department of Finance
in Total Papers Downloads
in Total Papers Citations
American option, non-uniform convergence, Richardson extrapolation, Repeated-Richardson extrapolation
Analytic approximation Methods, Asian options, Monte Carlo
Default probability, Loan guarantee portfolios, Joint loan guarantees
Options; Misreaction; Model-free implied volatility; Investor sophistication; Investor sentiment.
Option volatility information, Combination trades, Informed investors
Lease Contracts, Embedded Options, Default Risk, Adjustable Rate
Deposit insurance, Risk-shifting behavior, Risk-based premium system, Barrier option approach, Maximum likelihood estimation
Options, Misreaction, Stochastic volatility, Model-free implied variance, Investors
Trading demand, Volatility, Speculator, Hedger, Net buying pressure
Tri-nomial tree, reset option, American and average features
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.406 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you