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Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047705
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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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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015045614
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Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.; Zhong, Zhaodong; Tai, Tzu; Chuang, Hongwei - 2024
Persistent link: https://www.econbiz.de/10015046626
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Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw; Lee, Cheng F.; Lee, Han-Hsing - 2024
Persistent link: https://www.econbiz.de/10015049981
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Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.; Su, Jung-bin - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
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Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651261
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Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651262
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Handbook of quantitative finance and risk management ; Vol. 1
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651264