Projects per year
Personal profile
Research Expertise
Financial Mathematics, Particle Filter, Financial Data Analysis
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Dive into the research topics where Ting-Fu Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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Parameter Estimation using Copula and State Dependent Particle Filter
1/08/22 → 31/07/24
Project: Research
Research output
- 5 Article
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The Pricing Model of Pension Benefit Guaranty Corporation Insurance with Regime-Switching Processes
Chen, T. F., Lin, S. K., Chang, A. S. & Wang, W. H., Jun 2022, In: Journal of Risk and Financial Management. 15, 6, 258.Research output: Contribution to journal › Article › peer-review
Open Access -
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
Chiu, H. Y. & Chen, T. F., Apr 2020, In: North American Journal of Economics and Finance. 52, 101112.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Risk management of deposit insurance corporations with risk-based premiums and credit default swaps
Wu, Y. C., Chen, T. F. & Lin, S. K., 2 Jul 2020, In: Quantitative Finance. 20, 7, p. 1085-1100 16 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices
Hsu, C. C., Chen, A. S., Lin, S. K. & Chen, T. F., 1 Apr 2017, In: Review of Quantitative Finance and Accounting. 48, 3, p. 819-848 30 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Pricing and hedging european energy derivatives: A case study of wti oil options
Hsu, C. C., Lin, S. K. & Chen, T. F., Jun 2014, In: Asia-Pacific Journal of Financial Studies. 43, 3, p. 317-355 39 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations