Valuation of Guaranteed contracts set relative to cross-currency stochastic rates of return
Tsung-yu Hsieh; Chi-hsun Chou; Son-nan Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hsieh, Tsung-yu ; Chou, Chi-hsun ; Chen, Son-nan |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 43.2014, 4, p. 589-619
|
| Subject: | Cross-currency | Interest rate | LIBOR | Rate of return guarantee | Stochastic | Zins | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve |
| 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://ebvufind01.dmz1.zbw.eu/10010407421