Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A study of call price behavior...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
11
Language
All
Undetermined
11
Author
All
Chen, Son-Nan
11
Wu, Ting-Pin
7
Byun, Jong Cook
1
Byun, Jong-Cook
1
Chang, Jui-Jane
1
Jang, Hoyoon
1
Jeon, Kisuk
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Global finance journal
2
International review of economics & finance : IREF
1
Review of quantitative finance and accounting
1
The journal of futures markets
1
Source
All
OLC EcoSci
ECONIS (ZBW)
48
RePEc
26
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options
Chang, Jui-Jane
;
Chen, Son-Nan
;
Wu, Ting-Pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-77
Persistent link: https://www.econbiz.de/10009841396
Saved in:
2
Cross-Currency Equity Swaps in the BGM Model
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10007891194
Saved in:
3
On Selectivity and Market Timing Ability of U.S.-Based International Mutual Funds: Using Refined Jensen's Measure
Chen, Son-Nan
;
Jang, Hoyoon
- In:
Global finance journal
5
(
1994
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10007712997
Saved in:
4
Analytical Valuation of Barrier Interest Rate Options Under Market Models
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of derivatives : the official publication …
17
(
2009
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10008309530
Saved in:
5
Valuation of floating range notes in a LIBOR market model
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10008046530
Saved in:
6
VALUATION OF CMS SPREAD OPTIONS WITH NONZERO STRIKE RATES IN THE LIBOR MARKET MODEL
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10009329174
Saved in:
7
MODIFYING THE LMM TO PRICE CONSTANT MATURITY SWAPS
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-33
Persistent link: https://www.econbiz.de/10008745126
Saved in:
8
Mean Reversion Behavior of the Returns on Currency Assets
Chen, Son-Nan
;
Jeon, Kisuk
- In:
International review of economics & finance : IREF
7
(
1998
)
2
,
pp. 185-200
Persistent link: https://www.econbiz.de/10007694339
Saved in:
9
International Real Interest Rate Parity with Error Correction Models
Byun, Jong-Cook
;
Chen, Son-Nan
- In:
Global finance journal
7
(
1996
)
2
Persistent link: https://www.econbiz.de/10007704973
Saved in:
10
VALUATION OF INTEREST RATE SPREAD OPTIONS IN A MULTIFACTOR LIBOR MARKET MODEL
Wu, Ting-Pin
;
Chen, Son-Nan
- In:
The journal of derivatives : the official publication …
16
(
2009
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10008230595
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
