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. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 12.2005, 2, p. 121-146
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