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Liao, Szu-Lang
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Applied financial economics
5
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5
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International review of economics & finance : IREF
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OLC EcoSci
ECONIS (ZBW)
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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/10008162475
Saved in:
2
A comparative study of VaR estimation for structured products
Chen, Fen-ying
- In:
Economics research international
(
2010
),
pp. 1-16
Persistent link: https://www.econbiz.de/10009958135
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3
Modeling value-at-risk for international portfolios in different jump-diffusion processes
Chen, Fen-ying
- In:
The journal of risk model validation
7
(
2013
)
2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10010185312
Saved in:
4
Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009911506
Saved in:
5
Pricing models of equity swaps
Wang, Ming-Chieh
;
Liao, Szu-Lang
- In:
The journal of futures markets
23
(
2003
)
8
,
pp. 751-772
Persistent link: https://www.econbiz.de/10006822269
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6
The valuation of reset options with multiple strike resets and reset dates
Liao, Szu-Lang
;
Wang, Chou-Wen
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10006823796
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7
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
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8
Pricing Arithmetic Average Reset Options With Control Variates
Liao, Szu-Lang
;
Wang, Chou-Wen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10005938798
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9
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:
10
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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