Year 2009
Authors SZU-LANG LIAO
Paper Title 廖四郎;徐保鵬, 2009, 'Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes, ' Journal of Futures Markets, Vol.29, No.40, pp.973-998.(SSCI)
Vol.No 288200
Reference URL http://nccur.lib.nccu.edu.tw/handle/140.119/64847