Year | 2016 |
---|---|
Authors | MI-HSIU CHIANG |
Paper Title | Mi-Hsiu Chiang;Chang-Yi Li*;Son-Nan Chen, 2016.04, 'Pricing Currency Options under Double Exponential Jump Diffusion in a Markov-Modulated HJM Economy, ' Review of Quantitative Finance and Accounting (科技部財務領域國際期刊 A Tier-2 級), pp.459-482.(*為通訊作者) |
Vol.No | 404928 |
Date of Publication | 2016-04-01 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/70698 |