著作管理系統

發表年月：

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匯出:Excel格式

期刊論文

1. Sheng-Feng Luo; Hsin-Chieh Wong , “Continuity correction: on the pricing of discrete double barrier options” , 2023 , Review of Derivatives Research , vol.26 , p.51-90. (SSCI期刊)(Scopus期刊)
2. Sheng-Feng Luo , “Dynamic mean-variance portfolios with risk budget” , 2020 , International Journal of Theoretical and Applied Finance , vol.23 , p.2050007-1-2050007-16. (Scopus期刊)(EconLit期刊)
3. Cheng-Der Fuh; Sheng-Feng Luo , “Buy-and-hold mean-variance portfolios with a random exit strategy” , 2018 , Quantitative Finance , vol.18 , p.1365-1377. (SSCI期刊)
4. Sheng-Feng Luo; Huei-Wen Teng; Yu-Hsuan Lee , “Forecasting mortality using imputed data: The case of Taiwan” , 2016 , Asia-Pacific Journal of Risk and Insurance , vol.10 , p.1-20. (EconLit期刊)
5. Cheng-Der Fuh; Sheng-Feng Luo; Ju-Fang Yen , “Pricing discrete path-dependent options under a double exponential jump-diffusion model” , 2013 , Journal of Banking and Finance , vol.37 , p.2702-2713. (SSCI期刊)

研討會論文

1. Sheng-Feng Luo , “Measuring systemic importance in a portfolio selection framework ” , 2019 , 台灣經濟學會2019年年會 , 2019 /12 /14 ~ 2019 /12 /14 , 中華民國 台灣 .
2. Sheng-Feng Luo; Hsin-Chieh Wong , “On the pricing of discrete options of double-barrier” , 2018 , The Quantitative Methods in Finance 2018 Conference , 2018 /12 /11 ~ 2018 /12 /14 , Australia .
3. Sheng-Feng Luo; Hsin-Chieh Wong , “On corrected diffusion approximation with two simultaneous flat boundaries” , 2018 , 107年統計學術研討會暨中央大學統計所40週年國際學術研討會 , 2018 /11 /9 ~ 2018 /11 /10 , 中華民國 台灣 .
4. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “Marketability and discrete options with jump risk” , 2018 , The 2nd International Conference on Econometrics and Statistics , 2018 /6 /19 ~ 2018 /6 /21 , Hong Kong .
5. Sheng-Feng Luo; Hsin-Chieh Wong , “On corrected diffusion approximation with two-flat boundaries and Its applications to option pricing” , 2018 , 2018智慧科技與應用統計研討會 , 2018 /5 /19 ~ 2018 /5 /19 , 中華民國 台灣 .
6. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “On continuity correction for first-passage times in a flexible jump diffusion model with application to option pricing” , 2017 , The 13th Conference of Asia-Pacific Association of Derivatives , 2017 /7 /10 ~ 2017 /7 /11 , Republic of Korea .
7. Sheng-Feng Luo , “On dynamic mean-variance portfolio with a random stop” , 2016 , The 5th International Conference on Social Science and Business , 2016 /8 /25 ~ 2016 /8 /27 , Japan .
8. Cheng-Der Fuh; Steven Kou; Sheng-Feng Luo; Hsin-Chieh Wong , “On continuity correction for first-passage times in double exponential jump diffusion models” , 2015 , Second GOSS Private Equity & Ninth RMI Annual Risk Management Joint Conference , 2015 /7 /30 ~ 2015 /7 /31 , Republic of Singapore .
9. Cheng-Der Fuh; Sheng-Feng Luo , “On buy-and-hold mean-variance portfolio with strategic exit” , 2014 , 2014 International Statistical Symposium , 2014 /12 /6 ~ 2014 /12 /6 , 中華民國 台灣 .
10. Cheng-Der Fuh; Sheng-Feng Luo , “On mean-variance portfolio selection with uncertain time-horizon” , 2013 , Seminar on Financial Mathematics and Financial Statistics , 2013 /8 /22 ~ 2013 /8 /22 , 中華民國 台灣 .