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Option pricing theory
Theorie
319
Theory
317
Portfolio selection
257
Portfolio-Management
257
USA
139
United States
119
Optionspreistheorie
99
Derivat
91
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Fabozzi, Frank J.
81
Račev, Svetlozar T.
31
Kim, Young Shin
24
Chen, Ren-Raw
18
Bianchi, Michele Leonardo
11
Shirvani, Abootaleb
8
Stoyanov, Stoyan V.
8
Russo, Vincenzo
5
Buetow, Gerald W.
4
Collins, Bruce M.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Lee, Cheng F.
4
Lindquist, W. Brent
4
Dorigan, Michael
3
Mann, Steven V.
3
Palmon, Oded
3
Park, Jiho
3
Tunaru, Radu
3
Akyildirim, Erdinc
2
Choi, Jaehyung
2
Fallahgoul, Hasan
2
Fallahgoul, Hasan A.
2
Giacometti, Rosella
2
Goncu, Ahmet
2
Huang, Jeffrey
2
Kalotay, Andrew
2
Kim, Hyangju
2
Kunčev, Ognjan I.
2
Lee, Han-Hsing
2
Lin, Zuodong
2
Menn, Christian
2
Milanov, Krasimir
2
Mitov, Georgi K.
2
Paletta, Tommaso
2
Sensoy, Ahmet
2
Shiller, Robert J.
2
Tunaru, Radu S.
2
Yang, Deane
2
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2
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The journal of fixed income
6
International journal of theoretical and applied finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Valuation, financial modeling, and quantitative tools
5
Computational economics
4
Financial markets and instruments
4
Review of quantitative finance and accounting
4
The Frank J. Fabozzi series
4
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Applied economics
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Review of Pacific Basin financial markets and policies
2
Review of derivatives research
2
The handbook of fixed income securities
2
The journal of derivatives : JOD
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Frank J. Fabozzi Ser
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of empirical finance
1
Mathematical methods of operations research
1
Review of financial economics : RFE
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
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ECONIS (ZBW)
99
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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
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:
5
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:
6
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:
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
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:
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
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