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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~person:"Chen, Son-nan"
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Option pricing theory
6
Optionspreistheorie
6
Yield curve
5
Zinsstruktur
5
Interest rate derivative
4
Zinsderivat
4
Option trading
3
Optionsgeschäft
3
Swap
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7
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Chen, Son-nan
Fabozzi, Frank J.
13
Hull, John
10
White, Alan
10
Chen, Ren-Raw
7
Tian, Yisong Sam
7
Wei, Jason
7
Wu, Ting-pin
7
Ederington, Louis H.
6
Nawalkha, Sanjay K.
6
Ap Gwilym, Owain
5
Carr, Peter
5
Das, Sanjiv R.
5
Duan, Jin-Chuan
5
Klein, Peter
5
Prokopczuk, Marcel
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Wu, Liuren
5
Beliaeva, Natalia A.
4
Chang, Chuang-chang
4
Christoffersen, Peter F.
4
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Kim, Young Shin
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nunes, Joaõ Pedro Vidal
4
Pu, Xiaoling
4
Rendleman, Richard J.
4
Ritchken, Peter H.
4
Schoutens, Wim
4
Stentoft, Lars
4
Taylor, Stephen
4
Uhrig-Homburg, Marliese
4
Alexander, Carol
3
Andreou, Panayiotis C.
3
Barone-Adesi, Giovanni
3
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Bianchi, Michele Leonardo
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
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
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Review of quantitative finance and accounting
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ECONIS (ZBW)
7
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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:
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