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Option pricing theory
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Lee, Cheng F.
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2
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
6
Review of quantitative finance and accounting
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Review of Pacific Basin financial markets and policies
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
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2
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
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3
Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046651
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4
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
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5
European option, American option, and option bounds : theory, method, and some empirical results
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047624
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6
On the nonstationarity of convertible bond betas : theory and evidence
Beatty, Randolph P.
- In:
The quarterly review of economics and business : …
28
(
1988
)
3
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001087041
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7
Biases and sensitivities of the black-scholes option price
Lee, Cheng F.
- In:
Advances in quantitative analysis of finance and …
4
(
1996
),
pp. 105-116
Persistent link: https://www.econbiz.de/10001202959
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8
Bounds for option prices and the expected payoffs with skewness and kurtosis
Lee, Cheng F.
;
Zhang, Peter
;
Lee, Alice C.
- In:
Advances in quantitative analysis of finance and …
10
(
2002
),
pp. 117-138
Persistent link: https://www.econbiz.de/10001753323
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9
The constant elasticity of variance models : new evidence from S&P 500 index options
Lee, Cheng F.
;
Wu, Ta-peng
;
Chen, Ren-Raw
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
2
,
pp. 173-190
Persistent link: https://www.econbiz.de/10002131787
Saved in:
10
On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.
;
Lee, Cheng F.
;
Wang, R. S.
;
Lin, T. I.
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 271-295
Persistent link: https://www.econbiz.de/10002225835
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