Year 2009
Authors SZU-LANG LIAO
Paper Title 廖四郎*;P. P. Hsu, 2009.10, 'Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes/ Journal of Futures Markets, ' Journal of Futures Markets, Vol.29, No.10, pp.973-998.(SSCI)(*為通訊作者)
Vol.No 268722
Date of Publication 2009-10-01