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
Published in Journal of asset management (01.03.2020)
Published in Journal of asset management (01.03.2020)
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Journal Article
Option Pricing Using the Martingale Approach with Polynomial Interpolation
Wang, Ming-Chieh, Huang, Li-Jhang, Liao, Szu-Lang
Published in The journal of futures markets (01.05.2013)
Published in The journal of futures markets (01.05.2013)
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Journal Article
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang
Published in International review of economics & finance (01.06.2024)
Published in International review of economics & finance (01.06.2024)
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Journal Article
Portfolio Allocation with Dynamic Risk Preferences via Reinforcement Learning
Chen, Ting-Fu, Kuang, Xian-Ji, Liao, Szu-Lang, Lin, Shih-Kuei
Published in Computational economics (09.11.2023)
Published in Computational economics (09.11.2023)
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Journal Article
Cojump risks and their impacts on option pricing
Lian, Yu-Min, Chen, Jun-Home, Liao, Szu-Lang
Published in The Quarterly review of economics and finance (01.02.2021)
Published in The Quarterly review of economics and finance (01.02.2021)
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Journal Article
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min, Liao, Szu-Lang, Chen, Jun-Home
Published in The North American journal of economics and finance (01.07.2015)
Published in The North American journal of economics and finance (01.07.2015)
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Journal Article
The Relationship Between Equity-Based Compensation and Managerial Risk Taking: Evidence from China
Huang, Yi-Ting, Wu, Ming-Cheng, Liao, Szu-Lang
Published in Emerging markets finance & trade (01.03.2013)
Published in Emerging markets finance & trade (01.03.2013)
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Journal Article