Year | 2014 |
---|---|
Authors | CHIEN-HSIU LIN |
Paper Title | Shih-Kuei Lin;Chien-Hsiu Lin*;Ming-Che Chuang;Chia-Yu Chou, 2014.02, 'A RECURSIVE FORMULA FOR A PARTICIPATING CONTRACT EMBEDDING A SURRENDER OPTION UNDER A REGIME- SWITCHING MODEL WITH JUMP RISKS: EVIDENCE FROM THE S&P 500 STOCK INDEX, ' Economic modelling, Vol.38, pp.341-350.(SSCI)(*為通訊作者) |
Vol.No | 402924 |
Date of Publication | 2014-02-01 |