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Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home; Lian, Yu-Min; Liao, Szu-Lang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
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Closed-form mortgage valuation using reduced-form model
Liao, Szu-Lang; Tsai, Ming-shann; Chiang, Shu-ling - In: Real estate economics : journal of the American Real … 36 (2008) 2, pp. 313-347
Persistent link: https://www.econbiz.de/10003764870
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Valuation and optimal strategies of convertible bonds
Liao, Szu-Lang; Huang, Hsing-Hua - In: The journal of futures markets 26 (2006) 9, pp. 895-922
Persistent link: https://www.econbiz.de/10003356485
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Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes
Liao, Szu-Lang; Hsu, Pao-Peng - In: The journal of futures markets 29 (2009) 10, pp. 973-998
Persistent link: https://www.econbiz.de/10003900954
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Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-shann; Liao, Szu-Lang; Chiang, Shu-ling - In: Journal of housing economics 18 (2009) 2, pp. 92-103
Persistent link: https://www.econbiz.de/10003877147
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The portfolio strategy and hedging : a spectrum perspective on mean-variance theory
Hsu, Pao-peng; Liao, Szu-Lang - In: International review of economics & finance : IREF 22 (2012) 1, pp. 129-140
Persistent link: https://www.econbiz.de/10009618692
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Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-ying; Liao, Szu-Lang - In: Economic modelling 26 (2009) 1, pp. 234-240
Persistent link: https://www.econbiz.de/10003817081
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Pricing models of equity swaps
Wang, Ming-Chieh; Liao, Szu-Lang - In: The journal of futures markets 23 (2002) 8, pp. 751-772
Persistent link: https://www.econbiz.de/10001780620
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The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang; Tsai, Tsung-Ying - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
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Product market competition, R&D investment choice, and real earnings management
Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, … - In: International journal of accounting and information … 25 (2017) 3, pp. 296-312
Persistent link: https://www.econbiz.de/10011777118