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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Risks : open access journal"
~person:"Chen, Ren-Raw"
~subject:"Probability theory"
~subject:"Stock market"
~subject:"Theorie"
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Portfolio selection
Probability theory
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Theorie
Theory
5
Option pricing theory
2
Optionspreistheorie
2
2000-2003
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Anleihe
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Bond
1
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Credit derivative
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Derivat
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Chen, Ren-Raw
Calderín-Ojeda, Enrique
8
Constantinescu, Corina
7
Wüthrich, Mario V.
6
Zhu, Qiji Jim
6
Gómez-Déniz, Emilio
5
Heinkel, Robert L.
5
Hofert, Marius
5
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5
Jarrow, Robert A.
5
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5
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4
Hilliard, Jimmy E.
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Li, Jackie
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Palmowski, Zbigniew
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Sherris, Michael
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Shi, Yanlin
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3
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Avram, Florin
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Dassios, Angelos
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Easley, David
3
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Guillén, Montserrat
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Hipp, Christian
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Kamara, Avraham
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Korn, Ralf
3
Maier-Paape, Stanislaus
3
Nguyen, Nguyet
3
O'Hara, Maureen
3
Ott, Steven Henry
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Journal of financial and quantitative analysis : JFQA
Risks : open access journal
The journal of fixed income
6
Review of quantitative finance and accounting
4
The journal of futures markets
4
Journal of banking & finance
2
The journal of fixed income : JFI
2
The journal of real estate finance and economics
2
Valuation, financial modeling, and quantitative tools
2
Financial markets and instruments
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Review of Pacific Basin financial markets and policies
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Series in mathematical finance
1
The Frank J. Fabozzi series
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investing : JOI
1
The review of financial studies
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ECONIS (ZBW)
5
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1
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
2
The valuation of default-triggered credit derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10001766873
Saved in:
3
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
4
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
5
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
Saved in:
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