Han-Hsing Lee

Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence

Han-Hsing Lee, Ren-Raw Chen, Cheng-Few Lee, 2009, Int. J. Inf. Technol. Decis. Mak..

Empirical Performance of the Constant Elasticity Variance Option Pricing Model

Cheng-Few Lee, Han-Hsing Lee, Ren-Raw Chen, 2009, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning.