Son-Nan Chen

Available identifiers

zbMath Open chen.son-nanMaRDI QIDQ1697218

List of research outcomes

Publication	Date of Publication	Type
Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion	2021-07-16	Paper
The sampling relationship between Sharpe's performance measure and its risk proxy: sample size, investment horizon and market conditions	2020-12-09	Paper
The effects of the sample size, the investment horizon and the market conditions on the validity of composite performance measures: a generalization	2020-12-09	Paper
Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee	2018-02-15	Paper
HEDGING AND ARBITRAGE WARRANTS UNDER SMILE EFFECTS: ANALYSIS AND EVIDENCE	2008-09-03	Paper

Research outcomes over time

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