Szu-Lang Liao

From MaRDI portal
Person:1003822

Available identifiers

zbMath Open liao.szu-langMaRDI QIDQ1003822

List of research outcomes





PublicationDate of PublicationType
A factor-copula based valuation of synthetic CDO-squared under a stochastic intensity2009-09-01Paper
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model2009-03-04Paper
Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension2006-03-08Paper

Research outcomes over time

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