Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Yi-Long Hsiao"'
Autor:
Yi-Long Hsiao, 蕭義龍
97
This thesis has two main parts. The first focus on the valuation of one-asset double barrier options, and the other discusses the pricing of two-asset double barrier options. Since the valuation of barrier options is a boundary value problem
This thesis has two main parts. The first focus on the valuation of one-asset double barrier options, and the other discusses the pricing of two-asset double barrier options. Since the valuation of barrier options is a boundary value problem
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/79913082303031759022
Autor:
Yi-Long Hsiao, Chien-Jung Ting
Publikováno v:
Journal of Applied Finance & Banking. :45-58
How to effectually price a rent-to-own option embedded a barrier level? This question is an important issue in financial market. For the purpose, we use the boundary integral method of PDE to derive a closed-form approximate solution of the rent-to-o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::388966b528f52483d5db230fd7f433ec
https://doi.org/10.47260/jafb/1253
https://doi.org/10.47260/jafb/1253
Autor:
Chien-jung Ting, Yi-Long Hsiao
Publikováno v:
Advances in Management and Applied Economics. :17-48
In this paper, we examined the relationship between tourism and GDP in Taiwan. The GDP in Taiwan is nowcasted with the real-time tourism data in Google Trends database. We used the high-frequency internet-searching tourism data to predict the low-fre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90d0ab17da12b888b47bda1c4f88c462
https://doi.org/10.47260/amae/1232
https://doi.org/10.47260/amae/1232
Publikováno v:
Journal of Applied Finance & Banking. :73-97
In this paper, we examined the relationship between tourism and service consumption in Taiwan. The service consumption in Taiwan is nowcasted with the real-time tourism data in Google Trends database. We used the high-frequency internet-searching tou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6098602e55a37412503a94a64e42801e
https://doi.org/10.47260/jafb/1244
https://doi.org/10.47260/jafb/1244
Publikováno v:
Journal of Mathematical Finance. 10:431-447
This study derives a closed-form approximate solution for Bermudan reset executive stock options with cash dividends. The complicated payoff characteristic of this exotic option is caused by its particular stylistic features, including the reset mech
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30bda4399e78c9d2ab290973d6ef0966
https://doi.org/10.4236/jmf.2020.103026
https://doi.org/10.4236/jmf.2020.103026
Autor:
Yi-Long Hsiao, Yan-Syun Chen
Publikováno v:
Asia Pacific Management Review. 24:27-36
We price the haze option with the PM2.5 index under various conditions and discuss its characteristics with some numerical examples. The effect of air pollution in the environment is becoming a growing issue. In the areas of finance and tourism, ther
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c08cf9cfca23311b00dfc1014afa92a
https://doi.org/10.1016/j.apmrv.2018.01.004
https://doi.org/10.1016/j.apmrv.2018.01.004
Publikováno v:
Journal of Industrial and Production Engineering. 34:135-146
In demand-driven manufacturing, the firm places emphasis on on-time delivery. When the economy is booming, this will cause the numbers orders to be too high and beyond a manufacturer’s own cargo load. This study aims to develop a compound option me
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c3a8dc1db5a5ee4eccbec83f92783ef
https://doi.org/10.1080/21681015.2016.1241307
https://doi.org/10.1080/21681015.2016.1241307
Autor:
Tony Chieh-tse Hou, Yi-Long Hsiao
Publikováno v:
Asia Pacific Management Review. 25:121
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95fa1e193b565c945cdfc4d3d2ad3e8d
https://doi.org/10.1016/j.apmrv.2020.08.001
https://doi.org/10.1016/j.apmrv.2020.08.001
Publikováno v:
Mathematical Problems in Engineering, Vol 2015 (2015)
The pricing of the two-asset double barrier option is modeled as an initial-boundary value problem of the two-dimensional Black-Scholes partial differential equation. We use the hybrid finite different method to solve the problem. The hybrid method i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b7970741058ded65737dc00df1e3ff5
https://doi.org/10.1155/2015/692695
https://doi.org/10.1155/2015/692695