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Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang; Liao, Tzu-hsiang; Tsao, Chueh-yung - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
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PRICING AND HEDGING QUANTO FORWARD-STARTING FLOATING-STRIKE ASIAN OPTIONS
Chang, Chuang-Chang; Liao, Tzu-Hsiang; Tsao, Chueh-Yung - In: The journal of derivatives : the official publication … 18 (2011) 4, pp. 37-54
Persistent link: https://www.econbiz.de/10009137864
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Pricing Asian-style interest rate swaps
Chang, Chuang-Chang; Chung, San-Lin - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10001708447
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Pricing Asian-Style Interest Rate Swaps
Chang, Chuang-Chang; Chung, San-Lin - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10005942587