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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chen, Son-nan"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Option pricing theory
8
Optionspreistheorie
8
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5
Zinsstruktur
5
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3
Option trading
3
Optionsgeschäft
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Chen, Son-nan
Kim, Young Shin
Todorov, Viktor
6
Wu, Ting-pin
6
Aït-Sahalia, Yacine
5
Ritchken, Peter H.
4
Xiu, Dacheng
4
Bollerslev, Tim
3
Bondarenko, Oleg
3
Broadie, Mark
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Christoffersen, Peter F.
3
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3
Gouriéroux, Christian
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3
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3
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3
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3
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3
Russo, Emilio
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Schoutens, Wim
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Tauchen, George Eugene
3
Tian, Yisong Sam
3
Wei, Jason
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2
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Beliaeva, Natalia A.
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
3
Journal of banking & finance
3
The European journal of finance
3
Finance research letters
2
Journal of risk and financial management : JRFM
2
Review of derivatives research
2
The Frank J. Fabozzi series
2
The journal of futures markets
2
Working paper series in economics
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Applied financial economics
1
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1
Computational Management Science : CMS
1
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International journal of economics and finance
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ECONIS (ZBW)
8
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
7
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:
8
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
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