Browsing All of EconStor by Author Chen, Ren-Raw
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2019 | Default risk and cross section of returns | Cakici, Nusret; Chatterjee, Sris; Chen, Ren-Raw |
2019 | Carry cost rate regimes and futures hedge ratio variation | Leistikow, Dean; Chen, Ren-Raw |
2021 | An artificial intelligence approach to the valuation of American-style derivatives: A use of particle swarm optimization | Chen, Ren-Raw; Huang, Jeffrey; Huang, William; Yu, Robert |
2022 | A new look at the swing contract: From linear programming to particle swarm optimization | Behrndt, Tapio; Chen, Ren-Raw |