//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
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
Pricing interest rate continge...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Index futures
2
Index-Futures
2
Non-parametric
2
Option trading
2
Optionsgeschäft
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Arbitrage
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bounds
1
CAPM
1
Capital structure
1
Capital structure arbitrage
1
Carry cost rate
1
Cox-Ingersoll-Ross model
1
Creative destruction
1
Currency derivative
1
Delivery options
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
Economic growth
1
Economic moat
1
Estimation
1
Ex-ante futures hedge ratio
1
Ex-post hedge ratio
1
Geske-Johnson model
1
Government securities
1
Hedging
1
Interest rate
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
5
Author
All
Chen, Ren-Raw
14
Palmon, Oded
5
Huang, Jing-Zhi
2
Lin, Hsuan-Chu
2
Yeh, Shih-kuo
2
Ju, Hann-Shing
1
Leistikow, Dean
1
Lin, Hsuan-chu
1
Long, Michael S.
1
Wang, Xiaoli
1
Xu, Yuewu
1
Yang, T.L.Tyler
1
Yang, Tung-Hsiao
1
Yang, Tyler
1
Yeh, Shih-Kuo
1
Zhang, Jingfeng
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
The journal of fixed income
14
Journal of financial and quantitative analysis : JFQA
11
Journal of Financial and Quantitative Analysis
8
Journal of banking & finance
6
Review of Quantitative Finance and Accounting
6
The journal of futures markets
6
The journal of real estate finance and economics
6
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of Risk and Financial Management
4
Journal of risk and financial management : JRFM
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Valuation, financial modeling, and quantitative tools
4
IMF Working Papers
3
IMF working paper
3
IMF working papers
3
Journal of Banking & Finance
3
Journal of empirical finance
3
The journal of fixed income : JFI
3
Advances in futures and options research : a research annual
2
IMF Staff Papers
2
Insurance / Mathematics & economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Pacific-Basin finance journal
2
Review of Pacific Basin financial markets and policies
2
Review of derivatives research
2
Staff papers / International Monetary Fund
2
The Journal of Real Estate Finance and Economics
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of financial data science
2
The quarterly review of economics and business : journal of the Midwest Economics Association
2
The review of economics and statistics
2
Advances in Pacific Basin business, economics, and finance
1
Applied Economics Letters
1
Applied Financial Economics
1
Applied economics letters
1
Applied financial economics
1
Finance Research Letters
1
Finance research letters
1
Financial markets and instruments
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
5
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
2
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
Saved in:
3
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
4
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
5
A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Chen, Ren-Raw
;
Yang, Tyler
- In:
Review of quantitative finance and accounting
19
(
2002
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001698787
Saved in:
6
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
7
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
8
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
Saved in:
9
Economic growth potential creating a real put and the resulting valuation of the firm
Wang, Xiaoli
;
Long, Michael S.
;
Chen, Ren-Raw
;
Zhang, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 453-474
Persistent link: https://www.econbiz.de/10011595651
Saved in:
10
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-Kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-240
Persistent link: https://www.econbiz.de/10009994857
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->