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Liao, Szu-Lang
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
Finance research letters
16
(
2016
),
pp. 208-219
Persistent link: https://www.econbiz.de/10011656179
Saved in:
5
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
Saved in:
6
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
Saved in:
7
A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
Saved in:
8
Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen
;
Yang, Sharon S.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
4
,
pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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9
Implementing option pricing models when asset returns follow an autoregressive moving average process
Wang, Chou-wen
;
Wu, Chin-wen
;
Tzang, Shyh-weir
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 8-25
Persistent link: https://www.econbiz.de/10009690239
Saved in:
10
Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 775-797
Persistent link: https://www.econbiz.de/10010127204
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