Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy

Resource

Applied Mathematical Finance 12: 121-146

Journal

Applied Mathematical Finance 12

Pages

121-146

Date Issued

2005

Date

2005

Author(s)

Chung, S. L.

Yang, H. F.

URI

Type

journal article

File(s)

Name

21.pdf

Size

401.84 KB

Format

Adobe PDF

Checksum

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