Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Liao, Szu-Lang ; Hsu, Pao-Peng |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 10, p. 973
|