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Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta Journal article
Review of Quantitative Finance and Accounting, 2013,Volume: 41,Issue: 1,Page: 131–147
作者:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
收藏  |  浏览/下载:0/0  |  提交时间:2019/11/25
Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model Journal article
Numerical Methods for Partial Differential Equations, 2012,Volume: 28,Issue: 3,Page: 1079-1098
作者:  Lee S.T.;  Sun H.-W.
收藏  |  浏览/下载:7/0  |  提交时间:2019/02/13
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differential Equation  Toeplitz Matrix  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Journal article
Review of Quantitative Finance and Accounting, 2012,Volume: 41,Issue: 1,Page: 131-147
作者:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
收藏  |  浏览/下载:1/0  |  提交时间:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity  
Values of Mortgages with Top-up Payment Options Journal article
International Journal of Theoretical and Applied Finance, 2006,Volume: 99,Issue: 05,Page: 801-824
作者:  Rose Neng Lai;  Seow Eng Ong;  Tien Foo Sing
收藏  |  浏览/下载:4/0  |  提交时间:2019/10/17
Negative Equity  Top-up Options  Mortgage Default