Concepedia

Pai‐Ta Shih

PS

5

Publications

118

Citations

5

H-Index

2007

Active since

Affiliations

National Taiwan University(Current)

Pai‐Ta Shih is an author at National Taiwan University specializing in business, asset pricing, and option pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingEconomic AnalysisFinancial EconomicsEconomicsStatisticsEngineeringNumerical Analysis

Publications per year

2007–2018

5

Publications

5

Static hedging and pricing American options

San‐Lin Chung, Pai‐Ta Shih · Journal of Banking & Finance · 2009 · 40 citations

Option Pricing, Static Hedging, Financial Economics +6

Generalized Cox-Ross-Rubinstein Binomial Models

San‐Lin Chung, Pai‐Ta Shih · Management Science · 2007 · 28 citations

Cox-ross-rubinstein Binomial Models, Option Pricing, Black-scholes Model +14

Static hedging and pricing American knock-in put options

San‐Lin Chung, Pai‐Ta Shih, Wei‐Che Tsai · Journal of Banking & Finance · 2012 · 25 citations

Foreign Exchange Option, Option Pricing, Static Hedging +1

VIX derivatives: Valuation models and empirical evidence

Chien-Ling Lo, Pai‐Ta Shih, Yaw‐Huei Wang et al. · Pacific-Basin Finance Journal · 2018 · 13 citations

Economics, Volatility Modeling, Asset Pricing +5

A modified static hedging method for continuous barrier options

San‐Lin Chung, Pai‐Ta Shih, Wei‐Che Tsai · Journal of Futures Markets · 2010 · 12 citations

Numerical Analysis, Mathematical Programming, Option Pricing +12

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