Year 2001
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