Pricing quanto equity swaps in a stochastic interest rate economy
Year of publication: |
2005
|
---|---|
Authors: | Chung, San-lin ; Yang, Hsiao-fen |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 2, p. 121-146
|
Subject: | Swap | Zinsstruktur | Yield curve | Theorie | Theory |
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