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~isPartOf:"Review of quantitative finance and accounting"
~person:"Lee, Cheng F."
~person:"Takahashi, Akihiko"
~subject:"Black-Scholes model"
~subject:"Konferenz"
~subject:"Malliavin calculus"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Black-Scholes model
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Option pricing theory
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Lee, Cheng F.
Takahashi, Akihiko
Lin, Shih-kuei
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Review of quantitative finance and accounting
Review of Pacific Basin financial markets and policies
18
CIRJE discussion papers / F series
7
International journal of theoretical and applied finance
4
Asia-Pacific financial markets
2
CARF working paper
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Mathematics of operations research
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Review of Pacific Basin financial markets and policies : RPBFMP
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European journal of operational research : EJOR
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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International journal of financial engineering
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The journal of computational finance
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The journal of futures markets
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The quarterly journal of finance
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R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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