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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
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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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Risk determinants of gold betas
Lian, Yu-Min; Liao, Szu-Lang - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1099-1104
Persistent link: https://www.econbiz.de/10010527311
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A feasible natural hedging strategy for insurance companies
Wang, Chou-wen; Huang, Hong-chih; Hong, De-chuan - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 532-541
Persistent link: https://www.econbiz.de/10009763592
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Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun; Ken Seng Tan; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815
Persistent link: https://www.econbiz.de/10011875814