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
Using Graphic Processing Unit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
50
Theory
50
Optionspreistheorie
19
Derivat
16
Derivative
16
Credit risk
15
Kreditrisiko
15
CAPM
13
Yield curve
13
Zinsstruktur
13
Interest rate derivative
10
Zinsderivat
10
Liquidity
9
Bank liquidity
8
Bankenliquidität
8
Capital income
8
Credit derivative
8
Estimation
8
Financial crisis
8
Kapitaleinkommen
8
Kreditderivat
8
Liquidität
8
Portfolio selection
8
Portfolio-Management
8
Risikomanagement
8
Risk management
8
Schätzung
8
Finanzkrise
7
Hedging
7
Swap
7
USA
7
United States
7
Risiko
6
Risk
6
Betriebliche Liquidität
5
Corporate liquidity
5
Insolvency
5
Insolvenz
5
Mathematical programming
5
more ...
less ...
Online availability
All
Undetermined
5
Free
2
CC license
1
Type of publication
All
Article
18
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Language
All
English
19
Author
All
Chen, Ren-Raw
19
Lee, Cheng F.
4
Palmon, Oded
3
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, Jing-Zhi
1
Huang, William
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, Ta-peng
1
Yeh, Shih-kuo
1
Yu, Robert
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
4
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 empirical finance
1
Review of derivatives research
1
The European journal of finance
1
The journal of derivatives : JOD
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
