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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Boyle, Phelim P."
~person:"Chen, Ren-Raw"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Boyle, Phelim P.
Chen, Ren-Raw
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Review of quantitative finance and accounting
4
Journal of financial and quantitative analysis : JFQA
3
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Review of Pacific Basin financial markets and policies
2
The European journal of finance
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Journal of financial economics
1
Research in finance
1
Review of derivatives research
1
The journal of futures markets
1
The review of financial studies
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ECONIS (ZBW)
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The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
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2
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
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