The relative mispricing of American calls under alternative dividend models

von Chen, David M.
Veröffentlicht in Advances in futures and options research (1993)

On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation

von Welch, Robert L.
Veröffentlicht in Advances in futures and options research (1988)

Empirical option price bands on the Chicago board options exchange and the reduncancy of options

von Chen, David M.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1991)

Static optimization of American contingent claims

von Welch, Robert L.
Veröffentlicht in Advances in futures and options research (1991)

An empirical test of a resources deployment portfolio (RDP) : approach to business group ROE decomposition

von Chen, David M.
Veröffentlicht in Review of Pacific Basin financial markets and policies (2009)

The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model

von Chen, Hsuan-Chi
Veröffentlicht in The journal of futures markets (2002)

On the destribution of CBOE option trade prices occurring between consecutive stock trades

von Chung, T. Y.
Veröffentlicht in Review of quantitative finance and accounting (1997)

A brief introduction to capital markets in Taiwan, ROC

von Yang, Chau-chen
Veröffentlicht in Review of Pacific Basin financial markets and policies (1998)

A century of economic development in Taiwan

von Lin, Jong-shong
Veröffentlicht in Review of Pacific Basin financial markets and policies (1998)