Valuation and hedging of differential swaps
Year of publication: |
2002
|
---|---|
Authors: | Chang, Chuang-chang ; Chung, San-lin ; Yu, Min-Teh |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 1, p. 73-94
|
Subject: | Währungsderivat | Currency derivative | Hedging |
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