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VIX derivatives : valuation models and empirical evidence
Lo, Chien-Ling; Shih, Pai-Ta; Wang, Yaw-Huei; Yu, Min-Teh - In: Pacific-Basin finance journal 53 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012133281
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Pricing Asian-style interest rate swaps
Chang, Chuang-Chang; Chung, San-Lin - In: The journal of derivatives : the official publication … 9 (2002) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10001708447
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Pricing quanto equity swaps in a stochastic interest rate economy
Chung, San-lin; Yang, Hsiao-fen - In: Applied mathematical finance 12 (2005) 2, pp. 121-146
Persistent link: https://www.econbiz.de/10002989911