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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Chen, Son-nan"
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Option pricing theory
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Optionsgeschäft
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Chen, Son-nan
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8
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5
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The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
Finance research letters
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
Review of quantitative finance and accounting
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Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
A note to enhance the BPW model for the pricing of basket and spread
options
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-82
Persistent link: https://www.econbiz.de/10009671104
Saved in:
3
Analytical valuation of barrier interest rate
options
under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
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