公開日期 | 標題 | 作者 | 來源出版物 | WOS | 全文 |
---|---|---|---|---|---|
2011 | The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2011 Korea Finance Association and Taiwan Finance Association | ||
2019 | The Valuation of Quanto Derivatives Using Bivariate GARCH-Jump Models | Chuang-Chang Chang; Hsiao-Wei Ho ; Tzu-Hsiang Liao; Yaw-Huei Wang | 2019 FeAT Annual Conference |