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Chen, Ren-Raw
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Review of quantitative finance and accounting
The journal of fixed income
19
NYU Working Paper
17
Journal of financial and quantitative analysis : JFQA
9
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
Journal of Risk and Financial Management
4
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4
Journal of risk and financial management : JRFM
4
Review of derivatives research
4
Valuation, financial modeling, and quantitative tools
4
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2
Review of Derivatives Research
2
Review of Financial Studies
2
Review of Pacific Basin financial markets and policies
2
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2
The journal of credit risk : published quarterly by Incisive Media
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A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Chen, Ren-Raw
;
Yang, Tyler
- In:
Review of quantitative finance and accounting
19
(
2002
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001698787
Saved in:
2
A non-parametric option pricing model : theory and empirical evidence
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002851785
Saved in:
3
Non-parametric method for European option bounds
Lin, Hsuan-chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
38
(
2012
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10009507969
Saved in:
4
Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model
Ju, Hann-Shing
;
Chen, Ren-Raw
;
Yeh, Shih-kuo
;
Yang, …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011327654
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
9
A Note on Forward Price and Forward Measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10007164123
Saved in:
10
A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates
Chen, Ren-Raw
;
Yang, T.L.Tyler
- In:
Review of quantitative finance and accounting
19
(
2002
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10007166799
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