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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Chen, Ren-Raw"
~person:"Lee, Cheng F."
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
11
Optionspreistheorie
11
Black-Scholes model
3
Black-Scholes-Modell
3
Index futures
3
Index-Futures
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
CAPM
2
Non-parametric
2
Option trading
2
Optionsgeschäft
2
Theorie
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Theory
2
USA
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United States
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Analysis of variance
1
Binomial option pricing model
1
Black-Scholes option pricing model
1
Calibration
1
Derivat
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Derivative
1
EU countries
1
EU-Staaten
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Econometric model
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Estimate implied variance
1
Estimation theory
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Financial econometrics
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Financial economics
1
Financial market
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Financial mathematics
1
Financial statistics
1
Financial technology
1
Finanzmarkt
1
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11
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Chen, Ren-Raw
Lee, Cheng F.
Chang, Chuang-chang
4
Lin, Shih-kuei
3
Palmon, Oded
3
Chen, Yibing
2
Costabile, Massimo
2
Kim, Sol
2
Kuo, I.-doun
2
Lee, John
2
Li, Bingxin
2
Lin, Jun-biao
2
Mozumder, Sharif
2
Russo, Emilio
2
Sokolinskiy, Oleg
2
Wang, Shin-yun
2
Abraham, Abraham
1
Amina, Dchieche
1
Andreou, Panayiotis C.
1
Ang, James S.
1
Ang, Kian Ping
1
Azzaz, Julien
1
Baek, In-Seok
1
Bakshi, Gurdip S.
1
Blau, Benjamin
1
Burney, Robert B.
1
Cao, Charles Q.
1
Carleton, Willard T.
1
Cevik, Emrah Ismail
1
Chan, Chia-ying
1
Chang, Carolyn C. W.
1
Chang, Chuang-Chang
1
Chang, Hao-Han
1
Chang, Jack S. K.
1
Chang, Jow-Ran
1
Charalambous, Chris
1
Chen, An-sing
1
Chen, Cathy Yi-Hsuan
1
Chen, Chang
1
Chen, Jilong
1
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Review of Pacific Basin financial markets and policies
Review of quantitative finance and accounting
Advances in quantitative analysis of finance and accounting : a research annual
3
Journal of financial and quantitative analysis : JFQA
2
Journal of risk and financial management : JRFM
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Journal of empirical finance
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
Review of derivatives research
1
SpringerLink / BĂĽcher
1
The European journal of finance
1
The journal of futures markets
1
The quarterly review of economics and business : journal of the Midwest Economics Association
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ECONIS (ZBW)
11
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1
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
Saved in:
2
Alternative methods to estimate implied variance : review and comparison
Chen, Yibing
;
Lee, Cheng F.
;
Lee, John
;
Chang, Jow-Ran
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
Saved in:
3
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:
4
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
Saved in:
5
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
Saved in:
6
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:
7
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-hsing
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003871577
Saved in:
8
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:
9
A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.
;
Tzeng, Gwo-hshiung
;
Wang, Shin-yun
- In:
Review of quantitative finance and accounting
25
(
2005
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
Saved in:
10
The constant elasticity of variance models : new evidence from S&P 500 index options
Lee, Cheng F.
;
Wu, Ta-peng
;
Chen, Ren-Raw
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10002131787
Saved in:
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