Year | 2021 |
---|---|
Authors | SHIH-KUEI LIN |
Paper Title | Kin-Boon Tang*;Wen-Jie Zheng;Chao-Yang Lin;Shih-Kuei Lin, 2021.04, 'Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model, ' North American Journal of Economics and Finance, Vol.56, pp.101339.(SSCI)(*為通訊作者) |
Vol.No | 430402 |
Date of Publication | 2021-04-01 |