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Modelling VaR for foreign-asse...
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Option pricing theory
14
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Liao, Szu-Lang
67
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The journal of futures markets
12
Applied financial economics
9
Applied Financial Economics
4
Insurance / Mathematics & economics
4
The journal of risk model validation
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of economics & finance : IREF
3
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Economics research international
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2
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Advances in Pacific Basin business, economics, and finance
1
Chinese Economy
1
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1
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1
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1
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International Journal of Accounting & Information Management
1
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1
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1
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Jingji-lunwen
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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OLC EcoSci
22
RePEc
15
Other ZBW resources
1
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51
The valuation of European options when asset returns are autocorrelated
Liao, Szu-Lang
;
Chen, Chao-Chun
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 85
Persistent link: https://www.econbiz.de/10006809448
Saved in:
52
The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien
;
Wang, Chou-Wen
;
Liao, Szu-Lang
- In:
Applied financial economics
19
(
2009
)
1-3
,
pp. 227
Persistent link: https://www.econbiz.de/10008210132
Saved in:
53
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model
Wu, Yang-Che
;
Liao, Szu-Lang
;
Shyu, So-De
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10008212893
Saved in:
54
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/10008262009
Saved in:
55
The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien
;
Wang, Chou-Wen
;
Liao, Szu-Lang
- In:
Applied financial economics
19
(
2009
)
3
,
pp. 227
Persistent link: https://www.econbiz.de/10008167075
Saved in:
56
Warrant introduction effects on stock return processes
Chang, Jui-Jane
;
Liao, Szu-Lang
- In:
Applied financial economics
20
(
2010
)
17
,
pp. 1377-1396
Persistent link: https://www.econbiz.de/10008637963
Saved in:
57
Determinants of the Adoption of Executive Stock Options in China
Wu, Ming-Cheng
;
Liao, Szu-Lang
;
Huang, Yi-Ting
- In:
The Chinese economy
46
(
2013
)
4
,
pp. 63-84
Persistent link: https://www.econbiz.de/10010182683
Saved in:
58
Pricing generalized capped exchange options
Wang, Chou-Wen
;
Liao, Szu-Lang
;
Wu, Ting-Yi
- In:
Applied financial economics
18
(
2008
)
7-9
,
pp. 765
Persistent link: https://www.econbiz.de/10008070692
Saved in:
59
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. 313-348
Persistent link: https://www.econbiz.de/10008043932
Saved in:
60
Pricing generalized capped exchange options
Wang, Chou-Wen
;
Liao, Szu-Lang
;
Wu, Ting-Yi
- In:
Applied financial economics
18
(
2008
)
9
,
pp. 765
Persistent link: https://www.econbiz.de/10008044719
Saved in:
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