1. Ti-Wen Chen, Mao-Wei Hung, Yi-Chen Ko, and Jr-Yan Wang*, June 2024, Hedging and Pricing American Options with Static Hedging under Stochastic Volatility, 2024 EFMA Annual Meeting, (Lisbon, Portugal).
2. Mao-Wei Hung, Yi-Chen Ko, Daniel Wei-Chung Miao, and Jr-Yan Wang*, 2024, Comparative Analyses of Stochastic Volatility Dynamics for Predicting Realized Volatility and Pricing Index Options on the S&P 500, 2024 Cross-Strait Economic Management Theory and Practice Conference, (Beijing, China).
3. Mao-Wei Hung, Yi-Chen Ko, Daniel Wei-Chung Miao, and Jr-Yan Wang*, 2023, Comparative Analyses of Stochastic Volatility Dynamics for Predicting Realized Volatility and Pricing Index Options on the S&P 500, 2023 World Finance Conference, (Kristiansand, Norway).
4. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, January 2020, Estimate Alpha, Beta, and Firm-Specific Risk from Option Prices, 2020 International Conference on Business, Information, Tourism, and Economics, (Osaka, Japan).
5. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, August 2019, Estimate Alpha, Beta, and Firm-Specific Risk from Option Price, 2019 International Conference on Business, Big-Data, and Decision Sciences, (Tokyo, Japan).
6. San-Lin Chung, Yi-Ta Huang, Pai-Ta Shih, Jr-Yan Wang, January 2019, Semi-Static Hedging and Pricing American Floating Strike Lookback Options, , (Tokyo, Japan).
7. San-Lin Chung, Yi-Ta Huang, Pai-Ta Shih, Jr-Yan Wang, October 2018, Semi-Static Hedging and Pricing American Floating Strike Lookback Options, 2018 FMA Annual Meeting, (San Diego, U.S.).
8. San-Lin Chung, Yi-Ta Huang, Pai-Ta Shih, Jr-Yan Wang, June 2018, Semi-Static Hedging and Pricing American Floating Strike Lookback Options, 25th Annual Conference of the Multinational Finance Society, (Budapest, Hungary).
9. San-Lin Chung, Yi-Ta Huang, Pai-Ta Shih, Jr-Yan Wang, July 2018, Semi-Static Hedging and Pricing American Floating Strike Lookback Options, 8th Academic International Conference on Business, Marketing, and Management, (Boston, U.S.A.).
10. Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao, 2017, Asymptotic Stochastic Dominance, 2017 ARIA Annual Meeting, (Toronto, Canada).
11. Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang, 2017, Price Behavior of EU Emission Allowances, 2017 SIBR Osaka Conference on Interdisciplinary Business & Economics Research, (Osaka, Japan).
12. Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang, October 2016, Price Dynamics of CO2 Emission Allowance and Theory of Storage, 2016 World Finance Conference, (New York, U.S.A.).
13. Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang, 2016, Price Dynamics of CO2 Emission Allowance and Theory of Storage, 2016 FMA Annual Meeting, (Las Vegas, U.S.).
14. Chuan-Ju Wang, Tian-Shyr Dai, Jr-Yan Wang, 2016, Pricing Convertible Bonds under the First-Passage Credit Risk Model, 2016 FMA Annual Meeting, (Las Vegas, U.S.A.).
15. Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang, 2016, Price Dynamics of CO2 Emission Allowance and Theory of Storage, 2016 FMA European Conference, (Helsinki, Finland).
16. San-Lin Chung, Jr-Yan Wang, 2015, A Simple Iteration Algorithm to Price Perpetual Bermudan Options, 2015 FMA European Conference, (Venice, Italy).
17. Hsiao-Chuan Wang, Jr-Yan Wang, July 2014, Rainbow Trend Options: Valuation and Applications, 21st Annual Conference of the Multinational Finance Society, (Prague, Czech Republic).
18. Tian-Shyr Dai, Jr-Yan Wang, Chuan-Ju Wang, September 2014, Pricing Convertible Bonds under the First-Passage Credit Risk Model, Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management,, (Nagoya, Japan).
19. Tian-Shyr Dai and Jr-Yan Wa, October 2013, A Revised Reduced-Form Model: Application for Pricing Convertible Bonds, 2013 FMA Annual Meeting, (Chicago, U.S.A.).
20. Tian-Shyr Dai, Jr-Yan, June 2013, A Revised Reduced-Form Model: Application for Pricing Convertible Bonds, 2013 FMA European Conference, (Luxembourg City).
21. Hsiao-Chuan Wang and Jr-Yan Wang, June 2013, Rainbow Trend Options: Valuation and Applications, 2014 FMA European Conference, (Maastricht).
22. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, April 2013, Deriving Implied Betas and Firm-Specific Risks from Option Prices, 2013 FMA Asian Conference, (Shanghai, China).
23. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, June 2012, Deriving Implied Betas from Option Prices, 2012 FMA European Conference, (Istanbul, Turkey).
24. Chun-Ying Chen, Jr-Yan Wang, June 2011, The Valuation of Forward-Start Rainbow Options, 2011 FMA European Conference, (Porto, Portugal).
25. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, June 2011, Measuring Systematic Risk Using Implied Beta in Option Prices, 2011 European FMA Conference, (Braga, Portugal).
26. Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang, July 2010, Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model, The 2010 International Conference on Scientific Computing, (Las Vegas, U.S.A.).
27. Chun-Ying Chen, Jr-Yan Wang, October 2009, The Valuation of Forward-Start Rainbow Options, The Third Workshop on Derivatives Innovation and Risk Management, (Taipei, Taiwan).
28. Chun-Ying Chen, Jr-Yan Wang, June 2009, The Valuation of Forward-Start Rainbow Options, 2009 FMA European Conference, (Turin, Italy).
29. Bing-Huei Lin, Jr-Yan Wang, Shih-Wen Tai, June 2008, Simulation Approaches for Pricing Option under GARCH-Jump Process, The First Asia Conference on Financial Engineering and Markets (ACFE), (Kowloon, Hong Kong).
30. Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei, June 2007, An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options, The Third International Conference on Algorithmic Aspects in Information and Management, (Portland, U.S.A.).
31. Bing-Huei Lin, Mao-Wei Hung, Jr-Yan Wang, Tsung-Hsing Wu, April 2007, Option Pricing with Discontinuous Jumps and GARCH Effect, The First International Financial Planning Conference and CEO forum, (Taipei, Taiwan).
32. Jr-Yan Wang, November 2005, Variance Reduction for Multivariate Monte Carlo Simulation, New Paradigms of Management, the 4th Annual Academic Conference, (Taipei, Taiwan).
33. Mao-Wei Hung, Jr-Yan Wang, May 2004, Behavioral Finance Utility Functions and the Optimal Hedge ratio of the Futures, Academic Conference of Finance, Taiwan Finance Association, (Taichung, Taiwan).
34. Mao-Wei Hung, Jr-Yan Wang, November 2003, Asset Prices under Prospect Theory and Habit Formation, The 11th Annual Conference on Pacific Basin Finance, Economics and Accounting (PBFEA 2003), (Taipei, Taiwan).
35. Mao-Wei Hung, Jr-Yan Wang, March 2003, Asset Prices under Prospect Theory and Habit Formation, Academic Conference of Finance, Taiwan Finance Association, (Taichung, Taiwan).
36. M. W. Hung, J. Y. Wang, 2002, Pricing Convertible Bonds Subject to Default Risk, Academic Conference of Finance, Taiwan Finance Association, (Taichung, Taiwan).

1. Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang, October 2023, An Application of Damped Diffusion for Modelling Volatility Dynamics, Journal of Financial Econometrics, Vol. 21, No. 3 (Summer), pp. 779–809, [SSCI] (2021 5-yr Impact Factor 3.593) (NSTC_Finance_2020-ATier-1).
2. Tian-Shyr Dai, Chen-Chiang Fan, Liang-Chih Liu, Chuan-Ju Wang, Jr-Yan Wang, December 2022, A Stochastic-Volatility Equity Price Tree for Pricing Convertible Bonds with Endogenous Firm Values and Default Risks Determined by the First-Passage Default Model, Journal of Futures Markets, Vol. 42, No. 12, 2103-2134, [SSCI] (2021 5-yr Impact Factor 2.350) (NSTC_Finance_2020-ATier-2).
3. Jr-Yan Wang, Chuan-Ju Wang, Tian-Shyr Dai, Tzu-Chun Chen, Liang-Chih Liu, Lei Zhou, May 2022, Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options, Mathematical Problems in Engineering, 5843491, 1-20, [SCI].
4. Bing-Huei Lin, Dean Paxson, Jr-Yan Wang, Mei-Mei Kuo, March 2022, Estimating the Implicit Market Model from Option Prices, Review of Securities and Futures Markets, Vol. 34, No. 1, 1-63, [TSSCI].
5. Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao, June 2020, Comment on, Management Science, Vol. 66, No. 6, 2792-2795, [SSCI] (2017 5-yr Impact Factor 4.927) (NSTC_OR_2012-Rank#1).
6. Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao, January 2020, Operational Asymptotic Stochastic Dominance, European Journal of Operational Research, Vol. 280, No. 1, 312-322, [SSCI] (2017 5-yr Impact Factor 3.960) (NSTC_OR_2012-Rank#12).
7. San-Lin Chung, Yi-Ta Huang, Pai-Ta Shih, Jr-Yan Wang, April 2019, Semistatic Hedging and Pricing American Floating Strike Lookback Options, Journal of Futures Markets, Vol. 39, No.4, 418-434, [SSCI] (2016 5-yr Impact Factor 1.378) (NSTC_Finance_2011-ATier-2).
8. San-Lin Chung, Jr-Yan Wang, August 2018, A Simple Iteration Algorithm to Price Perpetual Bermudan Options under the Lognormal Jump-Diffusion-Ruin Process, Journal of Futures Markets, Vol. 38, No. 8, 898-924, [SSCI] (2016 5-yr Impact Factor 1.378) (NSTC_Finance_2011-ATier-2).
9. Daniel Wei-Chung Miao, Yung-Hsin Lee, Jr-Yan Wang, May 2018, Using Forward Monte-Carlo Simulation for the Valuation of American Barrier Options, Annals of Operations Research, Vol. 38, No. 8, 339-366, [SCI] (2016 5-yr Impact Factor 1.918) (NSTC_OR_2012-Rank#15).
10. Jr-Yan Wang, Tian-Shyr Dai, June 2017, A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and its Applications in Pricing Convertible Bonds, Journal of Derivatives, Vol. 24, No. 4, 52-79, [SSCI] (2016 5-yr Impact Factor 0.716) (NSTC_Finance_2011-ATier-2).
11. Jr-Yan Wang, Hsiao-Chuan Wang, Yi-Chen Ko, Mao-Wei Hung, July 2017, Rainbow Trend Options: Valuation and Applications, Review of Derivatives Research, Vol. 20, No. 2, 91-133, [SSCI] (2018 5-yr Impact Factor 0.685) (NSTC_Finance_2011-A-).
12. Chun-Ying Chen, Hsiao-Chuan Wang, Jr-Yan Wang, November 2015, The Valuation of Forward-Start Rainbow Options, Review of Derivatives Research, Vol. 18, No. 2, 145-189, [SSCI] (2018 5-yr Impact Factor 0.685) (NSTC_Finance_2011-A-).
13. Bing-Huei Lin, Mao-Wei Hung, Jr-Yan Wang, Ping-Da Wu, October 2013, A Lattice Model for Option Pricing Under GARCH-Jump Processes, Review of Derivatives Research, Vol. 16, No. 3, 295-329, [SSCI] (2018 5-yr Impact Factor 0.685) (NSTC_Finance_2011-A-).
14. Bing-Huei Lin, Jr-Yan Wang, Shih-Wen Tai, August 2011, Structure of Spot Rates and Duration Hedging, Asia-Pacific Journal of Financial Studies, Vol. 40, No. 4, 550-576, [SSCI] (2016 5-yr Impact Factor 0.481) (NSTC_Finance_2011-B+).
15. Mao-Wei Hung, Jr-Yan Wang, November 2011, Loss Aversion and the Term Structure of Interest Rates, Applied Economics, Vol. 43, No. 29, 4623-4640, [SSCI] (2016 5-yr Impact Factor 0.81) (NSTC_Economics_2010-C).
16. San-Lin Chung, Mao-Wei Hung, Jr-Yan Wang, January 2010, Tight Bounds on American Option Prices, Journal of Banking and Finance, Vol. 34, No. 1, 77-89, [SSCI] (2016 5-yr Impact Factor 2.57) (NSTC_Finance_2011-ATier-1).
17. Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei, November 2008, Adaptive Placement Method on Pricing Arithmetic Average Options, Review of Derivatives Research, Vol. 11, No. 1–2, 83-118, [SSCI] (2018 5-yr Impact Factor 0.685) (NSTC_Finance_2011-A-).
18. Jr-Yan Wang, September 2008, Variance Reduction for Multivariate Monte Carlo Simulation, Journal of Derivatives, Vol. 16, No. 1, 7-28, [SSCI] (2016 5-yr Impact Factor 0.716) (NSTC_Finance_2011-ATier-2).
19. Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei, July 2007, An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options, Lecture Notes in Computer Science, Vol. 4508 (June), 262-272, [SCI-Expanded].
20. Mao-Wei Hung, Jr-Yan Wang, May 2005, Asset Price under Prospect Theory and Habit Formation, Review of Pacific Basin Financial Markets and Policies, Vol. 8, No. 1, 1-29, [EconLit, FLI] (NSTC_Finance_2011-B).
21. Mao-Wei Hung, Jr-Yan Wang, August 2002, Pricing Convertible Bonds Subject to Default Risk, Journal of Derivatives, Vol. 10, No. 2, 75–87, [SSCI] (2016 5-yr Impact Factor 0.716) (NSTC_Finance_2011-ATier-2).

1. Jr-Yan Wang, 2002, “Prospect Theory and Asset Pricing,” Ph.D. Dissertation, National Taiwan University

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