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Journal of financial and quantitative analysis : JFQA
The journal of fixed income
19
NYU Working Paper
17
Review of quantitative finance and accounting
13
Journal of banking & finance
8
Journal of Financial and Quantitative Analysis
6
Review of Quantitative Finance and Accounting
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of futures markets
6
The journal of real estate finance and economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The review of financial studies
5
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4
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Valuation, financial modeling, and quantitative tools
4
Fisher College of Business working paper series
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3
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Applied financial economics
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Finance and Economics Discussion Series
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
2
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NYU Salomon Center for the Study of Financial Institutions - Credit & Debt Markets - Publications
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Quarterly Journal of Finance (QJF)
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Review of Derivatives Research
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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2
The valuation of default-triggered credit derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10001766873
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3
Analytical upper bounds for American option prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-135
Persistent link: https://www.econbiz.de/10001661622
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4
Option pricing in a multi-asset, complete market economy
Chen, Ren-Raw
;
Chung, San-lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10001724575
Saved in:
5
An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
Saved in:
6
The Valuation of Default-Triggered Credit Derivatives
Chen, Ren-Raw
;
Sopranzetti, Ben J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10006694525
Saved in:
7
Option Pricing in a Multi-Asset, Complete Market Economy
Chen, Ren-Raw
;
Chung, San-Lin
;
Yang, Tyler T.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
4
,
pp. 649-666
Persistent link: https://www.econbiz.de/10006695090
Saved in:
8
Analytical Upper Bounds for American Option Prices
Chen, Ren-Raw
;
Yeh, Shih-Kuo
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10006695844
Saved in:
9
An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors
Chen, Ren-Raw
;
Cheng, Xiaolin
;
Fabozzi, Frank J.
;
Liu, Bo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 123-160
Persistent link: https://www.econbiz.de/10007981038
Saved in:
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