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 |