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

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 18

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