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Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy 

Authors: San-Lin Chung a; Hsiao-Fen Yang b
Affiliations:   a Department of Finance, National Taiwan University, Tapei 106, Taiwan
b Department of Finance, Louisiana State University, USA
DOI: 10.1080/1350486042000297261
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 12, Issue 2 June 2005 , pages 121 - 146
Number of References: 18
Formats available: HTML (English) : PDF (English)

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