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The valuation of hedging strat...
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ECONIS (ZBW)
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11
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:
12
Economic determinants of default risks and their impacts on credit derivative pricing
Liao, Szu-Lang
;
Chang, Jui-jane
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1058-1081
Persistent link: https://www.econbiz.de/10008900939
Saved in:
13
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:
14
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
Saved in:
15
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
Saved in:
16
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:
17
Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks
Tsai, Ming-shann
;
Liao, Szu-Lang
;
Chiang, Shu-ling
- In:
Journal of housing economics
18
(
2009
)
2
,
pp. 92-103
Persistent link: https://www.econbiz.de/10003877147
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18
The valuation of European options when asset returns are autocorrelated
Liao, Szu-Lang
;
Chen, Chao-chun
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10003303871
Saved in:
19
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:
20
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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