Pricing quanto equity swaps in a stochastic interest rate economy
San-lin Chung & Hsiao-fen Yang
| Year of publication: |
2005
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002989911