Narrow search
Showing 1 - 10 of 39
Cover Image
GPU-Accelerated American option pricing : the case of the Longstaff-Schwartz Monte Carlo model
Li, Leon Xing; Chen, Ren-Raw; Fabozzi, Frank J. - In: The journal of derivatives : JOD 32 (2024) 2, pp. 72-101
Persistent link: https://www.econbiz.de/10015203208
Cover Image
Index tracking : a stock selection model using particle swarm optimization
Chen, Ren-Raw - In: The journal of investing : JOI 32 (2023) 2, pp. 53-73
Persistent link: https://www.econbiz.de/10014231599
Cover Image
On the Black-Litterman model : learning to do better
Chen, Ren-Raw; Yeh, Shih-kuo; Zhang, Xiaohu - In: The journal of financial data science 4 (2022) 3, pp. 66-88
Persistent link: https://www.econbiz.de/10014232758
Cover Image
Stock liquidity risk and cash preservation
Yeh, Shih-kuo; Yang, Wan-Ru; Chen, Ren-Raw; Yeh, Chung-Ying - In: Review of Pacific Basin financial markets and policies … 25 (2022) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10014233865
Cover Image
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
Cover Image
Economic growth potential creating a real put and the resulting valuation of the firm
Wang, Xiaoli; Long, Michael S.; Chen, Ren-Raw; Zhang, … - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 453-474
Persistent link: https://www.econbiz.de/10011595651
Cover Image
What lies beneath the implementation of expensing equity-based compensation?
Lin, Hsuan-Chu; Chen, Ren-Raw; Chou, Ting-Kai; Long, … - In: Pacific-Basin finance journal 46 (2017), pp. 78-93
Persistent link: https://www.econbiz.de/10011800932
Cover Image
An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw; Hsieh, Pei-Lin - In: The journal of fixed income : JFI 32 (2023) 3, pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
Cover Image
Ultra treasury bond futures
Chen, Ren-Raw; Leistikow, Dean; Su, You-Tseng; Yeh, Shih-kuo - In: The journal of fixed income : JFI 32 (2023) 3, pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Cover Image
From liquidity risk to systemic risk : a use of knowledge graph
Chen, Ren-Raw; Zhang, Xiaohu - In: Journal of financial stability 70 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014490460