//--> //--> //--> //-->
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
~subject:"Option pricing theory"
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 note on forward price and fo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
67
Theory
67
Kreditrisiko
30
Credit risk
29
Yield curve
25
Zinsstruktur
25
Capital income
24
Kapitaleinkommen
24
Optionspreistheorie
23
Corporate bond
22
Unternehmensanleihe
22
Derivat
20
Derivative
20
CAPM
19
Portfolio selection
18
Portfolio-Management
18
Estimation
16
Liquidity
16
Schätzung
16
USA
15
United States
15
Liquidität
14
Risikoprämie
14
Risk premium
14
Financial crisis
13
Anleihe
11
Betriebliche Liquidität
11
Corporate liquidity
11
Finanzkrise
11
Hedging
11
Bank liquidity
10
Bankenliquidität
10
Insolvency
10
Insolvenz
10
Interest rate derivative
10
Risk management
10
Zinsderivat
10
Credit derivative
9
Kreditderivat
9
more ...
less ...
Online availability
All
Undetermined
6
Free
2
CC license
1
Type of publication
All
Article
21
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Language
All
English
23
Author
All
Chen, Ren-Raw
18
Huang, Jing-Zhi
5
Lee, Cheng F.
4
Palmon, Oded
3
Subrahmanyam, Marti G.
3
Gao, Bin
2
Huang, Jeffrey
2
Lee, Han-Hsing
2
Yang, Tyler T.
2
Cakici, Nusret
1
Chatterjee, Sris
1
Chung, San-lin
1
Fabozzi, Frank J.
1
He, Wei
1
Hsieh, Pei-lin
1
Huang, William
1
Huang, Zhijian
1
Kim, Dongcheol
1
Lee, Han-hsing
1
Li, Leon Xing
1
Lin, Hsuan-Chu
1
Lin, Hsuan-chu
1
Panda, Durga
1
Roh, Tai-Yong
1
Scott, Louis O.
1
Wu, Liuren
1
Wu, Ta-peng
1
Xu, Li
1
Yeh, Shih-kuo
1
Yu, G. G.
1
Yu, Robert
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
3
Journal of financial and quantitative analysis : JFQA
2
Journal of risk and financial management : JRFM
2
Review of Pacific Basin financial markets and policies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Review of derivatives research
1
The European journal of finance
1
The journal of derivatives : JOD
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The quarterly journal of finance
1
The review of financial studies
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A two-factor, preference-free model for interest rate sensitive claims
Chen, Ren-Raw
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001180184
Saved in:
2
A universal lattice
Chen, Ren-Raw
;
Yang, Tyler T.
- In:
Review of derivatives research
3
(
1999
)
2
,
pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Saved in:
3
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
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. 117-135
Persistent link: https://www.econbiz.de/10001661622
Saved in:
5
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/10001724575
Saved in:
6
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:
7
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
Saved in:
8
GPU-Accelerated American option pricing : the case of the Longstaff-Schwartz Monte Carlo model
Li, Leon Xing
;
Chen, Ren-Raw
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
32
(
2024
)
2
,
pp. 72-101
Persistent link: https://www.econbiz.de/10015203208
Saved in:
9
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
Saved in:
10
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-hsing
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003871577
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->