Year | 2010 |
---|---|
Authors | SZU-LANG LIAO |
Paper Title | Liao Szu-Lang;Tasi Hung-Ping;Lin Shih-Kuei, 2010.09, 'An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model, ' Journal of the Chinese Statistical Association, Vol.48, No.3, pp.161-189.(EconLit) |
Vol.No | 334674 |
Date of Publication | 2010-09-01 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/61672 |