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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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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/10001745233
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Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7/9, pp. 765-776
Persistent link: https://www.econbiz.de/10003739384
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Cojump risks and their impacts on option pricing
Lian, Yu-Min; Chen, Jun-Home; Liao, Szu-Lang - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 399-410
Persistent link: https://www.econbiz.de/10012655076
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Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home; Lian, Yu-Min; Liao, Szu-Lang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013449359