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Theorie
42
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42
Option pricing theory
17
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17
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14
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14
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13
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13
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9
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104
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Chen, Ren-Raw
161
Fabozzi, Frank J.
18
Cheng, Xiaolin
15
Palmon, Oded
12
Yang, Tyler T.
12
Liu, Bo
10
Yu, Tong
10
Yeh, Shih-Kuo
9
Yeh, Shih-kuo
9
Scott, Louis
8
Leistikow, Dean
7
Huang, Jeffrey
6
Lin, Hsuan-Chu
6
Scott, Louis O.
6
Sopranzetti, Ben J.
6
Choudhry, Moorad
5
Finnerty, John D.
5
Lee, Cheng F.
5
Long, Michael S.
5
Anson, Mark J. P.
4
Babina, Tania
4
Bar-Yosef, Sasson
4
Buchak, Greg
4
De Marco, Filippo
4
Foulis, Angus
4
Gornall, Will
4
Hsieh, Pei-Lin
4
Huang, Jing-Zhi
4
Lee, Han-Hsing
4
Mazzola, Francesco
4
Sverdlove, Ronald
4
Tian, Xi
4
Venezia, Itzhak
4
Bahaj, Saleem
3
Cakici, Nusret
3
Chatterjee, Sris
3
Eng, Li Li
3
Filonuk, William
3
Huang, William
3
Imerman, Michael B.
3
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Review of quantitative finance and accounting
14
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14
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9
Journal of Financial and Quantitative Analysis
6
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6
Review of Quantitative Finance and Accounting
6
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6
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4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
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4
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4
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3
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3
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3
Review of Pacific Basin financial markets and policies
3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
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1
Insurance: Mathematics and Economics
1
International Journal of Information Technology & Decision Making (IJITDM)
1
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ECONIS (ZBW)
112
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OLC EcoSci
29
EconStor
4
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41
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
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42
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:
43
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
44
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
45
Credit derivatives : instruments, applications, and pricing
Anson, Mark Jonathan Paul
;
Fabozzi, Frank J.
;
Choudhry, …
-
2004
Persistent link: https://www.econbiz.de/10001783706
Saved in:
46
The valuation of default-triggered credit derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10001766873
Saved in:
47
Multi-factor Cox-Ingersoll-Ross models of the term structure : estimates and tests from a Kalman filter model
Chen, Ren-Raw
;
Scott, Louis O.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001788887
Saved in:
48
Credit derivatives primer
Fabozzi, Frank J.
;
Choudhry, Moorad
;
Anson, Mark J. P.
; …
- In:
The handbook of European structured financial products
,
(pp. 57-76)
.
2004
Persistent link: https://www.econbiz.de/10002010526
Saved in:
49
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Saved in:
50
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
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