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Pricing derivatives on foreign...
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The journal of futures markets
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9
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4
International review of economics & finance : IREF
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3
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ECONIS (ZBW)
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51
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/10008162475
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
)
3
,
pp. 227
Persistent link: https://www.econbiz.de/10008167075
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53
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
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54
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
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55
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
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56
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
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57
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:
58
Modelling VaR for foreign-asset portfolios in continuous time
Chen, Fen-Ying
;
Liao, Szu-Lang
- In:
Economic modelling
26
(
2009
)
1
,
pp. 234-241
Persistent link: https://www.econbiz.de/10008879190
Saved in:
59
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. 95-103
Persistent link: https://www.econbiz.de/10008890300
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60
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. 129-141
Persistent link: https://www.econbiz.de/10009816965
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