Year 2012
Authors MI-HSIU CHIANG
Paper Title 江彌修*;傅信豪;王聖元, 2012.12, 'The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model, ' 台大管理論叢 (臺灣社會科學核心期刊TSSCI第一級), Vol.23, No.1, pp.327-362.(*為通訊作者)
Vol.No 387983
Date of Publication 2012-12-01
Reference URL http://nccur.lib.nccu.edu.tw/handle/140.119/61736