Year 2017
Authors SHIH-KUEI LIN
Paper Title Shih-Kuei Lin;Shin-Yun Wang*;Carl R. Chen;Lian-Wen Xu, 2017.11, 'Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks, ' The North American Journal of Economics and Finance, Vol.42, pp.359-373.(SSCI)(*為通訊作者)
Vol.No 430660
Date of Publication 2017-11-01