| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
|---|---|---|---|---|---|---|
| 2010 | An efficient and accurate lattice for pricing derivatives under a jump-diffusion process | Tian-Shyr Dai; Chuan-Ju Wang; Yuh-Dauh Lyuu; Yen-Chun Liu | APPLIED MATHEMATICS AND COMPUTATION 217(7):3174–3189 | |||
| 2016 | Evaluating Corporate Bonds and Analyzing Claim Holders’ Decisions with Complex Debt Structure | Liang-Chih Liu; Tian-Shyr Dai; Chuan-Ju Wang | Journal of Banking and Finance 72: 151–174 | |||
| 2016 | Pricing Convertible Bonds under the First-Passage Credit Risk Model | Chuan-Ju Wang; Tian-Shyr Dai; Jr-Yan Wang |
