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)

The calculation of capital requirement using extreme value theory

von Tsai, Ming-shann
Veröffentlicht in Economic modelling (2011)

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

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

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)

An alternative method for measuring risk compensation of event jumps

von Chen, Shu-hsien
Veröffentlicht in Applied financial economics letters (2008)

The pricing of deposit insurance in the presence of systematic risk

von Lee, Shih-Cheng
Veröffentlicht in Journal of banking & finance (2015)

A study of REITs in the Asia-Pacific area : volatility characters and their long-term relationship with stock indices

von Tsai, Ming-shann
Veröffentlicht in Applied financial economics (2010)

Closed-form mortgage valuation using reduced-form model

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

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

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