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
Number of References: 18
Formats available:
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