Szu-Lang Liao

Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing

Ming-Yang Kao, Jan-Ming Ho, Chin-Laung Lei, 2015, J. Inf. Sci. Eng..

Closed-form mortgage pricing formula with outstanding principal as prepayment value

Ming-Yang Kao, Jan-Ming Ho, Chin-Laung Lei, 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

The development of a real-time valuation service of financial derivatives

Ming-Yang Kao, Jan-Ming Ho, Feipei Lai, 2012, 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

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

Tim J. Brailsford, Jack H. W. Penm, Szu-Lang Liao, 2007, Int. J. Serv. Technol. Manag..

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

Jun-Home Chen, Szu-Lang Liao, Yu-Min Lian, 2016 .

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

Szu-Lang Liao, Szu-Lang Liao, Ming-Shann Tsai, 2009 .

Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses

廖四郎, Szu-Lang Liao, So-De Shyu, 2008 .

State-dependent jump risks for American gold futures option pricing

Jun-Home Chen, Szu-Lang Liao, Yu-Min Lian, 2015 .