The asymmetric price adjustment between REIT and stock markets in Asia-Pacific markets

von Tsai, Ming-shann
Veröffentlicht in Economic modelling (2013)

A closed-form pricing formula for mortgages incorporating termination hazard rates and recovery rate correlated stochastic processes with jump components

von Tsai, Ming-shann
Veröffentlicht in The journal of derivatives (2012)

Analyzing an elder's desire for a reverse mortgage using an economic model that considers house bequest motivation, random death time and stochastic house price

von Chiang, Shu Ling
Veröffentlicht in International review of economics & finance (2016)

Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market

von Chiang, Shu Ling
Veröffentlicht in International review of economics & finance (2023)

Valuation of an option using non-parametric methods

von Chiang, Shu Ling
Veröffentlicht in Review of derivatives research (2019)

The valuation model for a risky asset when its risky factors follow gamma distributions

von Tsai, Ming-shann
Veröffentlicht in International review of finance (2016)

The valuation of deposit insurance allowing for the interest rate spread and early-bankruptcy risk

von Chiang, Shu Ling
Veröffentlicht in The quarterly review of economics and finance (2020)

Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables

von Chiang, Shu Ling
Veröffentlicht in Journal of housing economics (2016)

A study on the distribution of the foreclosure lag, its expected capital opportunity cost and its analyses

von Tsai, Ming-shann
Veröffentlicht in Journal of international financial markets, institutions & money (2016)

Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks

von Tsai, Ming-shann
Veröffentlicht in Journal of housing economics (2009)

Closed-form mortgage valuation using reduced-form model

von Liao, Szu-Lang
Veröffentlicht in Real estate economics (2008)