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Alternative methods to estimate implied variance : review and comparison
Chen, Yibing; Lee, Cheng F.; Lee, John; Chang, Jow-Ran - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011976147
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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Handbook of Quantitative Finance and Risk Management
Lee, Cheng F. - 2010
Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications
Persistent link: https://www.econbiz.de/10013522707
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Estimating European and American option pricing models : Excel and SAS language approach
Chang, Jow-Ran; Lee, John; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015050024
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Implied variance estimates for Black-Scholes and CEV OPM : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015050145
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015045614
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Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie-Jane; Lee, John; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047563
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Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015047742