臺灣證券市場波動度隱含指數與標的指數之非線性共移關係與因果檢測 Nonlinear Co-movements and Causalities between the Implied Index from the Options Volatility and the Equity Index in Taiwan
無模型設定隱含波動性模型預測績效一台指選擇權市場實證 Forecasting Performance of Model-free Implied Volatility for the Taiwan Option Market
交易應收帳款基礎商業本票之多期動態信用增強模型 Multi-period Dynamic Credit Model of Trade Receivable Asset-backed Commercial Paper
以動態規劃法評價員工股票選擇權 Evaluation of Employee Stock Options Using Dynamic Programming
