Ren-Raw Chen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Empirical studies of structural credit risk models and the application in default prediction: review and new evidence
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
Empirical Performance of the Constant Elasticity Variance Option Pricing Model
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
2020-12-09Paper
A universal lattice
Review of Derivatives Research
2013-10-30Paper
Empirical studies of structural credit risk models and the application in default prediction: review and new evidence
International Journal of Information Technology & Decision Making
2010-03-19Paper
Estimation and evaluation of the term structure of credit default swaps: An empirical study
Insurance Mathematics & Economics
2009-01-16Paper
scientific article; zbMATH DE number 1122180 (Why is no real title available?)1998-03-01Paper


Research outcomes over time


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