Year | 2001 |
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Authors | SZU-LANG LIAO |
Paper Title | Liao, S. L.;C. W. Wang, 2001, 'The Forward-Pricing Tree Methods of Option Pricing under Gaussian HJM framwork of Stochastic Interest Rates, ' The 10th Annual Conference on The Theories and Practices of Security and Financial Markets, Taiwan. |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/6448 |
ISI Number | 148646 |