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