Projects per year
Projects
- 12 Finished
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Finished
Model Building and Applications of the Multi-Asset Heterogeneous Agent Models from Positivism
Tsao, C.-Y. (PI)
01/08/17 → 31/07/18
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Psychological Barriers in Financial Markets: Econometric Modeling and Options Pricing
Tsao, C.-Y. (PI)
01/08/15 → 31/07/16
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Asian Options Pricing: A Joint Density Approach
Tsao, C.-Y. (PI)
01/08/14 → 31/07/15
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Asian Options Pricing: A Joint Density Approach
Tsao, C.-Y. (PI)
01/08/13 → 31/07/14
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Asian Options Pricing: a Joint Density Approach
Tsao, C.-Y. (PI)
01/08/12 → 31/07/13
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Agent-Based Econometric Modeling
Tsao, C.-Y. (PI)
01/08/11 → 31/07/12
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Agent-Based Econometric Modeling
Tsao, C.-Y. (PI)
01/08/10 → 31/07/11
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Agent-Based Econometric Modeling
Tsao, C.-Y. (PI)
01/08/09 → 31/07/10
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Nonparametric Methods for the Risk-Neutral and True Densities of the Underlying Assets Inferred from Stock and Option Prices Data: Estimation and Applications
Tsao, C.-Y. (PI) & Chang, C. C. (CoPI)
01/08/08 → 31/07/09
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Nonparametric Methods for the Risk-Neutral and True Densities of the Underlying Assets Inferred from Stock and Option Prices Data---Estimation and Applications
Tsao, C.-Y. (PI) & Chang, C. C. (CoPI)
01/08/07 → 31/07/08
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Nonparametric Methods for the Risk-Neutral and True Densities of the Underlying Assets Inferred from Stock and Option Prices Data: Estimation and Applications
Tsao, C.-Y. (PI) & Chang, C. C. (CoPI)
01/08/06 → 31/07/07
Project: National Science and Technology Council › National Science and Technology Council Academic Grants
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Semi-Parametric Upper Bounds for American Option Prices
Tsao, C.-Y. (PI)
01/08/05 → 31/07/06
Project: National Science and Technology Council › National Science and Technology Council Academic Grants