Currency-Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM von Chang, Jui-Jane, Chen, Son-Nan, Wu, Ting-Pin

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Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return von Hsieh, Tsung-Yu, Chou, Chi-Hsun, Chen, Son-Nan

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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee von Tang, Mei-Ling, Chen, Son-Nan, Lai, Gene C., Wu, Ting-Pin

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Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model von Chen, Son-Nan, Hsu, Pao-Peng

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Valuation of floating range notes in a LIBOR market model von Wu, Ting-Pin, Chen, Son-Nan

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Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion von Chen, Son-Nan, Hsu, Pao-Peng, Li, Chang-Yi

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Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy von Chiang, Mi-Hsiu, Li, Chang-Yi, Chen, Son-Nan

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Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model von Chen, Son-Nan, Chiang, Mi-Hsiu, Hsu, Pao-Peng, Li, Chang-Yi

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Equity swaps in a LIBOR market model von Wu, Ting-Pin, Chen, Son Nan

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Mean reversion behavior of the returns on currency assets von Chen, Son-Nan, Jeon, Kisuk

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Extend the debt as it is not deeply out-of-the-money von Chen, Son-Nan, Wu, Wei-Hsiung, Tsai, Hui-Hwang, Lee, Shyan-Yuan

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Estimation Risk and Simple Rules for Optimal Portfolio Selection von CHEN, SON-NAN, BROWN, STEPHEN J.

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Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note von CHEN, SON-NAN, KEOWN, ARTHUR J.

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Valuation of Quanto Floating Range Notes under the Cross-Currency LIBOR Market Model von Chou, Chi-Hsun, Hsieh, Tsung-Yu, Chen, Son-Nan

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Risk and return in copper, platinum, and silver futures von Chang, Eric C., Chen, Chao, Chen, Son-Nan

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Quanto Interest-Rate Exchange Options in a Cross-Currency Libor Market Model von Hsieh, Tsung-Yu, Chou, Chi-Hsun, Chen, Son-Nan

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GROUP EFFECTS AND BETA NONSTATIONARITY von Chen, Son-Nan, Keown, Arthur J.

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AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY von Pari, Robert A., Chen, Son‐Nan

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An Examination of the Relationship between Pure Residual and Market Risk: A Note von CHEN, SON-NAN, KEOWN, ARTHUR J.

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The effect on a firm's financing and investment decisions of differential taxation as barriers to international investment von Byun, Jong Cook, Chen, Son-Nan

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