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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
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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
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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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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw; Yeh, Shih-Kuo - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 209-240
Persistent link: https://www.econbiz.de/10009994857
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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. 109-130
Persistent link: https://www.econbiz.de/10009829670
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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/10001722034
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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
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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/10007150354
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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
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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