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R

Ren‐Raw Chen

Fordham University

19H指数
124论文数
2.0K被引数
收录论文 14
发表时间
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GPU-Accelerated PSO for High-Performance American Option ValuationGPU加速的粒子群优化算法在高性能美式期权定价中的应用
errAPPLIED SCIENCES-BASEL
IF2.5
err2025-09-11
err0
errOAAI
errLi, Leon Xing; Chen, Ren-Raw
err分享
err收藏
From liquidity risk to systemic risk: A use of knowledge graph从流动性风险到系统性风险: 知识图谱的运用
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2024-02-01
err1
PREAI
errChen, Ren-Raw; Zhang, Xiaohu
err分享
err收藏
Particle swarm optimization approach to portfolio construction
errINTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT
IF3.7
err2021-07-04
err3
PREAI
errChen, Ren-Raw; Huang, Wiliam Kaihua; Yeh, Shih-Kuo
err分享
err收藏
Futures minimum variance hedge ratio determination: An ex-ante analysis
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2020-11-01
err5
PREAI
errChen, Ren-Raw; Leistikow, Dean; Wang, Andrew
err分享
err收藏
The liquidity impact on firm values: The evidence of Taiwan's banking industry
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-09-01
err9
PREAI
errChen, Ren-Raw; Yang, Tung-Hsiao; Yeh, Shih-Kuo
err分享
err收藏
Liquidity Risk, Reform of Bank Regulation, and Risk Management
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-08-01
err1
PREAI
errWu, Ho-Mou; Chen, Ren-Raw
err分享
err收藏
Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure
errREVIEW OF FINANCE
IF8.4
err2011-11-30
err30
errOAAI
errChen, Ren-Raw; Cheng, Xiaolin; Wu, Liuren
err分享
err收藏
An explicit, multi-factor credit default swap pricing model with correlated factors
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err32
PREAI
errChen, Ren-Raw; Cheng, Xiaolin; Fabozzi, Frank J.; Liu, Bo
err分享
err收藏
Optimal strike prices of stock options for effort-averse executives
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-02-01
err19
PREAI
errPalmon, Oded; Bar-Yosef, Sasson; Chen, Ren-Raw; Venezia, Itzhak
err分享
err收藏
Option pricing in a multi-asset, complete market economy
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2002-12-01
err21
PREAI
errChen, RR; Chung, SL; Yang, TT
err分享
err收藏
Analytical upper bounds for American option prices
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2002-03-01
err15
PREAI
errChen, RR; Yeh, SK
err分享
err收藏
PRICING INTEREST-RATE OPTIONS IN A 2-FACTOR COX-INGERSOLL-ROSS MODEL OF THE TERM STRUCTURE
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1992-10-01
err82
PREAI
errCHEN, RR; SCOTT, L
err分享
err收藏
EXACT-SOLUTIONS FOR FUTURES AND EUROPEAN FUTURES OPTIONS ON PURE DISCOUNT BONDS
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1992-03-01
err8
PREAI
errCHEN, RR
err分享
err收藏
PRICING STOCK AND BOND OPTIONS WHEN THE DEFAULT-FREE RATE IS STOCHASTIC - A COMMENT
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1991-09-01
err0
PREAI
errCHEN, RR
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
L
Liuren Wu
H 指数: 41 · 论文数: 179
张
张小虎 (Xiaohu Zhang)
H 指数: 39 · 论文数: 355
A
Andrew Wang
H 指数: 32 · 论文数: 95
S
San‐Lin Chung
H 指数: 19 · 论文数: 83
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