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1

Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes

Szu-Lang Liao, Pao-Peng Hsu

Journal:

Journal of Futures Markets

Year:

2009

Language:

english

File:

PDF, 190 KB

english, 2009

2

The valuation of special purpose vehicles by issuing structured credit-linked notes

Chang, Chia-Chien, Wang, Chou-Wen, Liao, Szu-Lang

Journal:

Applied Financial Economics

Year:

2009

Language:

english

File:

PDF, 325 KB

english, 2009

3

Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension

Liao, Szu-Lang, Huang, Hsing-Hua

Journal:

Quantitative Finance

Year:

2005

Language:

english

File:

PDF, 263 KB

english, 2005

4

Pricing Arithmetic Average Reset Options With Control Variates

Liao, Szu-Lang, Wang, Chou-Wen

Journal:

The Journal of Derivatives

Year:

2002

Language:

english

File:

PDF, 351 KB

english, 2002

5

Valuation and optimal strategies of convertible bonds

Szu-Lang Liao, Hsing-Hua Huang

Journal:

Journal of Futures Markets

Year:

2006

Language:

english

File:

PDF, 230 KB

english, 2006

6

Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

Yang-Che Wu, Szu-Lang Liao, So-De Shyu

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.61 MB

english, 2009

7

Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy

Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 495 KB

english, 2016

8

Product Market Competition, R & D Investment Choice, and Real Earnings Management

Hsiao, Hsiao-Fen, Liao, Szu-Lang, Su, Chi-Wei, Sung, Hao-Chang, Liu, Maggie

Journal:

International Journal of Accounting and Information Management

Year:

2017

Language:

english

File:

PDF, 403 KB

english, 2017

9

Economic determinants of default risks and their impacts on credit derivative pricing

Szu-Lang Liao, Jui-Jane Chang

Journal:

Journal of Futures Markets

Year:

2010

Language:

english

File:

PDF, 311 KB

english, 2010

10

The portfolio strategy and hedging: A spectrum perspective on mean–variance theory

Pao-Peng Hsu, Szu-Lang Liao

Journal:

International Review of Economics & Finance

Year:

2012

Language:

english

File:

PDF, 496 KB

english, 2012

11

State-dependent jump risks for American gold futures option pricing

Lian, Yu-Min, Liao, Szu-Lang, Chen, Jun-Home

Journal:

The North American Journal of Economics and Finance

Year:

2015

Language:

english

File:

PDF, 776 KB

english, 2015

12

The valuation of reset options with multiple strike resets and reset dates

Szu-Lang Liao, Chou-Wen Wang

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 269 KB

english, 2003

13

Pricing models of equity swaps

Ming-Chieh Wang, Szu-Lang Liao

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 196 KB

english, 2003

14

The valuation of European options when asset returns are autocorrelated

Szu-Lang Liao, Chao-Chun Chen

Journal:

Journal of Futures Markets

Year:

2006

Language:

english

File:

PDF, 156 KB

english, 2006

15

Closed-Form Mortgage Valuation Using Reduced-Form Model

Szu-Lang Liao, Ming-Shann Tsai, Shu-Ling Chiang

Journal:

Real Estate Economics

Year:

2008

Language:

english

File:

PDF, 251 KB

english, 2008

16

Option Pricing Using the Martingale Approach with Polynomial Interpolation

Ming-Chieh Wang, Li-Jhang Huang, Szu-Lang Liao

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 586 KB

english, 2012

17

Modelling VaR for foreign-asset portfolios in continuous time

Fen-Ying Chen, Szu-Lang Liao

Journal:

Economic Modelling

Year:

2009

Language:

english

File:

PDF, 594 KB

english, 2009

18

Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks

Ming-Shann Tsai, Szu-Lang Liao, Shu-Ling Chiang

Journal:

Journal of Housing Economics

Year:

2009

Language:

english

File:

PDF, 265 KB

english, 2009

19

Warrant introduction effects on stock return processes

Chang, Jui-Jane, Liao, Szu-Lang

Journal:

Applied Financial Economics

Year:

2010

Language:

english

File:

PDF, 575 KB

english, 2010

20

[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - The development of a real-time valuation service of financial derivatives

Peng, Hsin-Tsung, Chang, Chi-Fang, Liao, Szu-Lang, Kao, Ming-Yang, Lai, Feipei, Ho, Jan-Ming

Year:

2012

Language:

english

File:

PDF, 808 KB

english, 2012

21

[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Closed-form mortgage pricing formula with outstanding principal as prepayment value

Tsai, Yi-Cheng, Chen, Zheng-Hui, Ho, Jan-Ming, Kao, Ming-Yang, Lei, Chin-Laung, Liao, Szu-Lang

Year:

2012

Language:

english

File:

PDF, 233 KB

english, 2012

22

Pricing gold options under Markov-modulated jump-diffusion processes

Lin, Shih-Kuei, Lian, Yu-Min, Liao, Szu-Lang

Journal:

Applied Financial Economics

Year:

2014

Language:

english

File:

PDF, 414 KB

english, 2014

23

[IEEE Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - Kumamoto, Japan (2007.09.5-2007.09.7)] Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - An Efficient Tree Method in Option Pricing

Year:

2007

Language:

english

File:

PDF, 263 KB

english, 2007

24

Pricing generalized capped exchange options

Wang, Chou-Wen, Liao, Szu-Lang, Wu, Ting-Yi

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 159 KB

english, 2008

25

Determinants of the Adoption of Executive Stock Options in China

Wu, Ming-Cheng, Liao, Szu-Lang, Huang, Yi-Ting

Journal:

Chinese Economy

Year:

2013

Language:

english

File:

PDF, 266 KB

english, 2013

26

An Analysis of Strategic Equity Stakes Acquisition of Chinese Banks by Foreign Financial Institutions

Chang, Hui-Lung, Wu, Sou-Shan, Liao, Szu-Lang

Journal:

Emerging Markets Finance and Trade

Year:

2013

Language:

english

File:

PDF, 804 KB

english, 2013

27

Measuring financial synergies in cross-border M&A transactions using diffusion processes

Brailsford, Tim J., Liao, Szu Lang, Penm, Jack H.

Journal:

International Journal of Services Technology and Management

Year:

2007

Language:

english

File:

PDF, 158 KB

english, 2007

28

The Relationship Between Equity-Based Compensation and Managerial Risk Taking: Evidence from China

Huang, Yi-Ting, Wu, Ming-Cheng, Liao, Szu-Lang

Journal:

Emerging Markets Finance and Trade

Year:

2013

Language:

english

File:

PDF, 251 KB

english, 2013

29

CLEC5A is critical for dengue virus-induced osteoclast activation and bone homeostasis

Huang, Ya-Lang, Chen, Szu-Ting, Liu, Ren-Shyan, Chen, Yen-Hsu, Lin, Chun-Yu, Huang, Chung-Hao, Shu, Pei-Yun, Liao, Ching-Len, Hsieh, Shie-Liang

Journal:

Journal of Molecular Medicine

Year:

2016

Language:

english

File:

PDF, 989 KB

english, 2016

30

Excess volatility and market efficiency in government bond markets: the ASEAN-5 context

Tang, Kin-Boon, Wong, Shao-Jye, Lin, Shih-Kuei, Liao, Szu-Lang

Journal:

Journal of Asset Management

Year:

2020

File:

PDF, 1.93 MB

2020

31

Cojump risks and their impacts on option pricing

Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang

Journal:

The Quarterly Review of Economics and Finance

Year:

2020

File:

PDF, 4.54 MB

2020