Hyi-Cheng Tsai

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 0

Top Topics

Iterative Procedure

Black Scholes Model

Exponential Family

Closed Form Expressions

Top Venues

J. Inf. Sci. Eng.

Publications

Hyi-Cheng Tsai, Chin-Laung Lei, Jan-Ming Ho, Ming-Yang Kao, Szu-Lang Liao
Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing. J. Inf. Sci. Eng. 31 (3) (2015)