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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/10003817081
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Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Quantitative finance 21 (2021) 9, pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
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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
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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. 87-101
Persistent link: https://www.econbiz.de/10001745978
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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
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Valuation of cross-currency two-way equity swaps without currency risks
Chiang, Yi-chein; Hu, Len-kuo; Liao, Szu-lang - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 251-275
Persistent link: https://www.econbiz.de/10001543073
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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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Valuation and optimal strategies of convertible bonds
Liao, Szu-Lang; Huang, Hsing-Hua - In: The journal of futures markets 26 (2006) 9, pp. 895-922
Persistent link: https://www.econbiz.de/10003356485
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Closed-form mortgage valuation using reduced-form model
Liao, Szu-Lang; Tsai, Ming-shann; Chiang, Shu-ling - In: Real estate economics : journal of the American Real … 36 (2008) 2, pp. 313-347
Persistent link: https://www.econbiz.de/10003764870