Year | 2011 |
---|---|
Authors | SZU-LANG LIAO |
Paper Title | Liao Szu-Lang;Yang Hsiu-Pi;Tsai Hung-Pin, 2011.06, 'A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model, ' Journal of the Chinese Statistical Association, Vol.49, No.2, pp.60-81.(EconLit) |
Vol.No | 357320 |
Date of Publication | 2011-06-01 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/61676 |