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Cross-currency equity swaps in the BGM model
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling; Chen, Son-nan; Lai, Gene C.; Wu, Ting-Pin - In: Insurance / Mathematics & economics 78 (2018), pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
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Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin; Chen, Son-nan - In: The journal of futures markets 28 (2008) 7, pp. 697-710
Persistent link: https://www.econbiz.de/10003715122