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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
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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A new look at interest rate futures contracts
Chen, Ren-Raw - In: The journal of futures markets 12 (1992) 5, pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Valuing a liquidity discount
Chen, Ren-Raw - In: The journal of fixed income 21 (2012) 3, pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
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Index tracking : a stock selection model using particle swarm optimization
Chen, Ren-Raw - In: The journal of investing : JOI 32 (2023) 2, pp. 53-73
Persistent link: https://www.econbiz.de/10014231599
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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
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Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw - In: The journal of fixed income 3 (1993) 3, pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
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Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw - In: The journal of futures markets 13 (1993) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
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Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw - In: The review of financial studies 5 (1992) 4, pp. 613-636
Persistent link: https://www.econbiz.de/10001137840