Year | 2013 |
---|---|
Authors | MI-HSIU CHIANG |
Paper Title | Son-Nan Chen;Mi-Hsiu Chiang;Pao-Peng Hsu;Chang-Yi Li*, 2013.10, 'Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model, ' Finance Research Letters (科技部財務領域國際期刊 A- 級), pp.1-12.(SSCI)(*為通訊作者) |
Vol.No | 403341 |
Date of Publication | 2013-10-01 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/65947 |