Narrow search
Showing 1 - 10 of 110
Cover Image
The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model
Chen, Hsuan-Chi; Chen, David M.; Chung, San-Lin - In: The journal of futures markets 22 (2002) 6, pp. 557-577
Persistent link: https://www.econbiz.de/10001696661
Cover Image
The diversification effects of volatility-related assets
Chen, Hsuan-chi; Chung, San-lin; Ho, Keng-yu - In: Journal of banking & finance 35 (2011) 5, pp. 1179-1189
Persistent link: https://www.econbiz.de/10009245246
Cover Image
A brief introduction to capital markets in Taiwan, ROC
Yang, Chau-chen; Chen, David M.; Lee, Cheng-few - In: Review of Pacific Basin financial markets and policies 1 (1998) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10001363203
Cover Image
A century of economic development in Taiwan
Lin, Jong-shong; Leung, Stewart K. C.; Chen, David M. - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001367303
Cover Image
Static optimization of American contingent claims
Welch, Robert L. - In: Advances in futures and options research : a research annual 5 (1991), pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
Cover Image
Empirical option price bands on the Chicago board options exchange and the reduncancy of options
Chen, David M. - In: Advances in quantitative analysis of finance and … 1 (1991), pp. 161-182
Persistent link: https://www.econbiz.de/10001112387
Cover Image
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L. - In: Advances in futures and options research : a research annual 3 (1988), pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
Cover Image
The relative mispricing of American calls under alternative dividend models
Chen, David M. - In: Advances in futures and options research : a research annual 6 (1993), pp. 15-43
Persistent link: https://www.econbiz.de/10001145855
Cover Image
On the destribution of CBOE option trade prices occurring between consecutive stock trades
Chung, T. Y.; Welch, Robert L.; Chen, David M. - In: Review of quantitative finance and accounting 9 (1997) 3, pp. 269-288
Persistent link: https://www.econbiz.de/10001591112
Cover Image
An empirical test of a resources deployment portfolio (RDP) : approach to business group ROE decomposition
Chen, David M.; Yang, Li-ling - In: Review of Pacific Basin financial markets and policies 12 (2009) 4, pp. 695-720
Persistent link: https://www.econbiz.de/10008825085