http://scholars.ntou.edu.tw/handle/123456789/18711| Title: | The Valuation of Quanto Derivatives Using a Bivariate GARCH-Jump Model | Authors: | Chuang-Chang Chang Hsiao-Wei Ho Tzu-Hsiang Liao Yaw-Huei Wang |
Issue Date: | Sep-2011 | Source: | 2011 Korea Finance Association and Taiwan Finance Association | Conference: | 2011 Korea Finance Association and Taiwan Finance Association | Description: | Taipei, Taiwan |
URI: | http://scholars.ntou.edu.tw/handle/123456789/18711 |
| Appears in Collections: | 海洋經營管理學士學位學程(系) |
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