Szu-Lang Liao
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Person:1003822
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A factor-copula based valuation of synthetic CDO-squared under a stochastic intensity | 2009-09-01 | Paper |
| Closed-form valuations of basket options using a multivariate normal inverse Gaussian model Insurance Mathematics & Economics | 2009-03-04 | Paper |
| Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension Quantitative Finance | 2006-03-08 | Paper |
Research outcomes over time
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