Jr-Yan Wang
National Taiwan University
H-index: 8
Asia-Taiwan
Top articles of Jr-Yan Wang
An application of damped diffusion for modeling volatility dynamics
Journal of Financial Econometrics
2023/6/1
Jr-Yan Wang
H-Index: 4
A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model
Journal of Futures Markets
2022/12
A Stochastic-Volatility Equity Price Tree for Pricing Convertible Bonds with Endogenous Firm Values and Default Risks Determined by the First-Passage Default Model
Journal of Futures Markets
2022/8
Liang-Chih Liu
H-Index: 4
Jr-Yan Wang
H-Index: 4
Efficient and robust combinatorial option pricing algorithms on the trinomial lattice for polynomial and barrier options
Mathematical Problem in Engineering
2022/5
Estimating the Implicit Market Model from Option Prices
證券市場發展季刊
2022/3/1
Jr-Yan Wang
H-Index: 4
Comment on “Aging Population, Retirement, and Risk Taking”
Management Science
2020/6
Operational asymptotic stochastic dominance
European Journal of Operational Research
2020/1/1
Co-Authors
