Pricing Asian-Style Interest Rate Swaps

Resource

Journal of Derivatives 9 (4): 45-55

Journal

Journal of Derivatives

Journal Volume

9

Journal Issue

4

Pages

45-55

Date Issued

2002

Date

2002

Author(s)

Chang, C. C.

Chung, S. L.

URI

http://ntur.lib.ntu.edu.tw//handle/246246/83598

Type

journal article