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Liao, Szu-Lang
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The journal of futures markets
7
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4
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4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
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2
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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
Saved in:
2
The valuation of hedging strategy of high yield notes
Liao, Szu-Lang
;
Wang, Chou-wen
- In:
Jingji-lunwen
31
(
2003
)
3
,
pp. 333-367
Persistent link: https://www.econbiz.de/10001921567
Saved in:
3
Portfolio allocation with dynamic risk preferences via reinforcement learning
Chen, Ting-Fu
;
Kuang, Xian-Ji
;
Liao, Szu-Lang
;
Lin, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2033-2052
Persistent link: https://www.econbiz.de/10015143990
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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/10010213443
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
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