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Option pricing theory
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61
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49
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47
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47
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Lee, Cheng F.
37
Lee, John
7
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5
Chen, Ren-Raw
4
Chang, Jow-Ran
2
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2
Lee, Han-Hsing
2
Tai, Tzu
2
Beatty, Randolph P.
1
Chen, K. C.
1
Chuang, Hongwei
1
Hsu, Ming-feng
1
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1
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1
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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
1
Quantitative finance
1
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The quarterly review of economics and business : journal of the Midwest Economics Association
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ECONIS (ZBW)
38
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1
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
2
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
Saved in:
3
Pricing European Asian options with skewness and kurtosis in the underlying distribution
Lo, Keng-hsin
;
Wang, Kehluh
;
Hsu, Ming-feng
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 598-616
Persistent link: https://www.econbiz.de/10003715035
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Handbook of quantitative finance and risk management ; Vol. 3
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651261
Saved in:
10
Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008651262
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