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Chen, Ren-Raw
26
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4
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4
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4
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3
Palmon, Oded
3
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3
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2
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Review of quantitative finance and accounting
5
The journal of fixed income
5
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4
Insurance / Mathematics & economics
2
Journal of banking & finance
2
The journal of futures markets
2
The journal of real estate finance and economics
2
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1
Journal of business finance & accounting : JBFA
1
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1
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1
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OLC EcoSci
ECONIS (ZBW)
103
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1
Pricing Interest Rate Futures Options with Futures-Style Margining
Chen, Ren-Raw
;
Scott, Louis
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10006869699
Saved in:
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/10006694525
Saved in:
3
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:
4
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:
5
A Universal Lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-134
Persistent link: https://www.econbiz.de/10005962190
Saved in:
6
CORPORATE CREDIT DEFAULT SWAP LIQUIDITY AND ITS IMPLICATIONS FOR CORPORATE BOND SPREADS
Chen, Ren-Raw
;
Fabozzi, Frank J
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10008711134
Saved in:
7
A Two-Factor, Preference-Free Model for Interest Rate Sensitive Claims
Chen, Ren-Raw
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 345
Persistent link: https://www.econbiz.de/10006862285
Saved in:
8
The impact of credit rating announcements on credit default swap spreads
Finnerty, John D.
;
Miller, Cameron D.
;
Chen, Ren-Raw
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2011-2030
Persistent link: https://www.econbiz.de/10010100366
Saved in:
9
Market Risk of Mortgage-Backed Securities with Consistent Measures
Chen, Ren-Raw
;
Liao, Hsien-Hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121
Persistent link: https://www.econbiz.de/10007894601
Saved in:
10
Optimal strike prices of stock options for effort-averse executives
Palmon, Oded
;
Bar-Yosef, Sasson
;
Chen, Ren-Raw
; …
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10007908345
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