Concepedia

Szu‐Lang Liao

SL

10

Publications

142

Citations

10

H-Index

2002

Active since

Affiliations

National Chengchi University(Current)

National University of Kaohsiung

National Kaohsiung First University of Science and Technology

National Chi Nan University

Szu‐Lang Liao is an author at National Chengchi University specializing in business, finance, and asset pricing.

Top concepts

Publications per year

2002–2017

10

Publications

10

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

Szu‐Lang Liao, Chou‐Wen Wang · Journal of Futures Markets · 2002 · 21 citations

, , +8

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

Ming Shann Tsai, Szu‐Lang Liao, Shu Ling Chiang · Journal of Housing Economics · 2009 · 17 citations

, , +10

State-dependent jump risks for American gold futures option pricing

Yu-Min Lian, Szu‐Lang Liao, Jun-Home Chen · The North American Journal of Economics and Finance · 2015 · 16 citations

, , +6

Closed‐Form Mortgage Valuation Using Reduced‐Form Model

Szu‐Lang Liao, Ming Shann Tsai, Shu Ling Chiang · Real Estate Economics · 2008 · 15 citations

, , +17

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

Yu-Min Lian, Jun-Home Chen, Szu‐Lang Liao · Finance research letters · 2015 · 15 citations

, , +7

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