Ren-Raw Chen

From MaRDI portal
Person:375477

Available identifiers

zbMath Open chen.ren-rawMaRDI QIDQ375477

List of research outcomes





PublicationDate of PublicationType
Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence2020-12-09Paper
Empirical Performance of the Constant Elasticity Variance Option Pricing Model2020-12-09Paper
A universal lattice2013-10-30Paper
EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE2010-03-19Paper
Estimation and evaluation of the term structure of credit default swaps: An empirical study2009-01-16Paper
https://portal.mardi4nfdi.de/entity/Q43795171998-03-01Paper

Research outcomes over time

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