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  1. Scholars Hub of the Academia Sinica
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Browsing by Author Yi-Cheng Tsai


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Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2012Closed-Form Mortgage Pricing Formula with Outstanding Principal as Prepayment ValueYi-Cheng Tsai; Zheng-Hui Chen; Jan-Ming Ho; Ming-Yang Kao; Szu-Lang Liao
2014Comparing Profitability of Day Trading Using ORB Strategies on Index Futures Markets in Taiwan, Hong-Kong and USAYi-Cheng Tsai; Mu-En Wu; Chin-Laung Lei; Chung-Shu Wu; Jan-Ming Ho 
2015Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage PricingYi-Cheng Tsai; Chin-Laung Lei; Jan-Ming Ho; Ming-Yang Kao; Szu-Lang LiaoJournal of Information Science and Engineering 31(3), 925-942
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