//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chen, Son-nan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
6
Optionspreistheorie
6
Yield curve
5
Zinsstruktur
5
Interest rate derivative
4
Zinsderivat
4
Option trading
3
Optionsgeschäft
3
Swap
2
Aktie
1
Arbeitskampf
1
Börsenkurs
1
Exchange rate
1
Financial analysis
1
Finanzanalyse
1
Industrial action
1
Interest rate
1
Martingal
1
Martingale
1
OTC market
1
OTC-Handel
1
Share
1
Share price
1
Theorie
1
Theory
1
USA
1
United States
1
Wechselkurs
1
Zins
1
more ...
less ...
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Chen, Son-nan
Carr, Peter
8
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Leblanc, Boris
3
Li, Lingfei
3
Lyuu, Yuh-dauh
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Newton, David P.
3
Nutz, Marcel
3
Orosi, Greg
3
Pelsser, Antoon André Jean
3
more ...
less ...
Published in...
All
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The European journal of finance
3
The journal of futures markets
3
Finance research letters
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
A note to enhance the BPW model for the pricing of basket and spread options
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-82
Persistent link: https://www.econbiz.de/10009671104
Saved in:
3
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
4
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
5
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
6
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
7
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->