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