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Volatilität
Theorie
20
Theory
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Option pricing theory
18
Optionspreistheorie
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Stochastic process
13
Stochastischer Prozess
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Volatility
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Mortality
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Derivat
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Derivative
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Risikomanagement
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Statistical distribution
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Statistische Verteilung
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Forecasting model
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Option trading
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Optionsgeschäft
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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CAPM
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Credit risk
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Esscher transform
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Estimation
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Hedging
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Kreditrisiko
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Multivariate Verteilung
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Multivariate distribution
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Risiko
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Risk
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Schätzung
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China
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Hypothek
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R&D investment
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English
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Liao, Szu-Lang
10
Lian, Yu-Min
6
Chen, Jun-Home
5
Wang, Chou-Wen
2
Chang, Jui-jane
1
Chen, Fen-ying
1
Huang, Hong-Chih
1
Hung, Chih-hsing
1
Lin, Chun-Liang
1
Lin, Shih-kuei
1
Shao Jye Wong
1
Shyu, David So-de
1
Tang, Kin Boon
1
Tzang, Shyh-Weir
1
Tzang, Shyh-weir
1
Wang, Chou-wen
1
Yu, Min-Teh
1
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International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
2
Applied financial economics
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic modelling
1
Finance research letters
1
International journal of business
1
Investment management and financial innovations
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
13
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1
Warrant introduction effects on stock return processes
Chang, Jui-jane
;
Liao, Szu-Lang
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10009010939
Saved in:
2
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
Saved in:
3
The volatility structure of oil futures market returns : an empirical investigation
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Investment management and financial innovations
12
(
2015
)
2
,
pp. 16-25
Persistent link: https://www.econbiz.de/10011500134
Saved in:
4
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
5
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:
6
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:
7
Excess volatility and market efficiency in government bond markets : the ASEAN-5 context
Tang, Kin Boon
;
Shao Jye Wong
;
Lin, Shih-kuei
;
Liao, …
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 154-165
Persistent link: https://www.econbiz.de/10012292759
Saved in:
8
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:
9
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
10
Construction of Directional Volatility Index
Lin, Chun-Liang
;
Liao, Szu-Lang
- In:
International journal of business
29
(
2024
)
1
,
pp. 135-155
Persistent link: https://www.econbiz.de/10014554267
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