Journal Paper
Year Paper Title
2009 江彌修*, 2009, 'Option Pricing based on the Alternating Direction Implicit Method, ' 風險管理學報, Vol.10, No.1.(*為通訊作者), vol. 278884, 2009
2009 Hung, Y. C.;Lin, S. K.;Wu, C. W., 2009, 'Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes, ' Advances in Quantitative Analysis of Finance and Accounting, Vol.7, No.7, pp.95-210.(FLI), vol. 316012, 2009
2009 Lin, S. K.;Liao, S. L.*;Lin, T., C., 2009, 'Credit Risks with Levy Processes under a Stochastic Interest Rate: A Structural Form Model, ' Reviews of Securities and Futures Markets, Vol.21, No.4, pp.139-176.(TSSCI)(*為通訊作者), vol. 316011, 2009
2009 Wang, R. H.*;Lin, S. K.;Fuh, C. D., 2009, 'An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks, ' Asia-Pacific Journal of Financial Studies, Vol.38, No.5, pp.745-772.(SSCI)(*為通訊作者), vol. 316010, 2009
2009 黃台心*;張寶光;邱郁芳, 2009, '應用共同成本函數探討東亞六國銀行業之生產效率, ' 經濟論文, Vol.37, pp.61-100.(TSSCI)(*為通訊作者), vol. 286341, 2009
2009 Wang Mei Hui*;Huang Tai Hsin, 2009, 'Threshold Effects of Financial Status on the Cost Frontiers of Financial Institutions in Non-Dynamic Panels, ' Applied Economics, No.41, pp.3389-3401.(SSCI)(*為通訊作者), vol. 266165, 2009
2009 Huang Tai Hsin*;Chen Ying Hsiu, 2009, 'A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations, ' Journal of Banking and Finance, Vol.33, pp.842-849.(SSCI)(*為通訊作者), vol. 262569, 2009
2009 Chen, Y.W.;T. H. Huang, 2009, 'The LeChatelier principle in a DEA model, ' European Journal of Operational Research, Vol.197, pp.371-373.(SCI), vol. 254799, 2009
2009 黃台心;王美惠;陳盈秀, 2009, '我國東亞諸國總體生產效率與生產力之研究, ' 經濟論文叢刊, No.37, pp.379-414.(TSSCI), vol. 254780, 2009
2009 陳芬英*;廖四郎, 2009, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time/ Economic Modelling, ' Economic Modelling, Vol.26, pp.234-240.(SSCI)(*為通訊作者), vol. 299308, 2009