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Black-Scholes model
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
2
Business insights: China : practical advice on entry strategy and engagement
1
Business insights: China : practical advice on operational strategy and risk management
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Connectionist approaches in economics and management sciences
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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ECONIS (ZBW)
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Taxation
Lee, John
- In:
Business insights: China : practical advice on entry …
,
(pp. 155-157)
.
2008
Persistent link: https://www.econbiz.de/10003613991
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2
Key developments in the corporate income tax regime
Lee, John
- In:
Business insights: China : practical advice on …
,
(pp. 115-117)
.
2011
Persistent link: https://www.econbiz.de/10008989632
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3
Approcimation by radial basis function networks
Lendasse, Amaury
;
Lee, John
;
De Bodt, Eric
;
Wertz, Vincent
- In:
Connectionist approaches in economics and management …
,
(pp. 203-214)
.
2003
Persistent link: https://www.econbiz.de/10002543643
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4
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
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2024
Persistent link: https://www.econbiz.de/10015045614
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5
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
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Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
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7
Implied variance estimates for Black-Scholes and CEV OPM : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015050145
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8
Estimating European and American option pricing models : Excel and SAS language approach
Chang, Jow-Ran
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050024
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