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~person:"Chen, Ren-Raw"
~subject:"Optionspreistheorie"
~subject:"Staatspapier"
~type_genre:"Article in journal"
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Chen, Ren-Raw
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Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
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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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