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Economic determinants of default risks and their impacts on credit derivative pricing
Liao, Szu-Lang; Chang, Jui-jane - In: The journal of futures markets 30 (2010) 11, pp. 1058-1081
Persistent link: https://www.econbiz.de/10008900939
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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. 85-102
Persistent link: https://www.econbiz.de/10003303871
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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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Warrant introduction effects on stock return processes
Chang, Jui-jane; Liao, Szu-Lang - In: Applied financial economics 20 (2010) 16/18, pp. 1377-1395
Persistent link: https://www.econbiz.de/10009010939
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Option pricing using the martingale approach with polynomial interpolation
Wang, Ming-chieh; Huang, Li-jhang; Liao, Szu-Lang - In: The journal of futures markets 33 (2013) 5, pp. 469-491
Persistent link: https://www.econbiz.de/10009726364
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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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An analysis of strategic equity stakes acquisition of Chinese banks by foreign financial institutions
Chang, Hui-lung; Wu, Sou-shan; Liao, Szu-Lang - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 98-109
Persistent link: https://www.econbiz.de/10010204874
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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/10009517655
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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