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題名 | Quanto Average Interest Rate Options in a Lognormal Interest Rate Market Model=匯率連動平均利率選擇權:對數常態市場利率模型 |
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作者 | 吳庭斌; 陳松男; | 書刊名 | 財務金融學刊 |
卷期 | 16:2 2008.06[民97.06] |
頁次 | 頁35-67 |
分類號 | 561.76 |
關鍵詞 | LIBOR市場模型; 平均利率選擇權; 匯率連動選擇權; LIBOR market model; Average interest rate options; Quanto options; |
語文 | 英文(English) |