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頁籤選單縮合
題名 | No Arbitrage Pricing of Cross Currency Moving Average Exchange Options=無套利評價方法:跨國移動平均交換選擇權 |
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作者 | 邱嘉洲; 韓千山; 莊雅竹; Chiu, Chia-chou; Han, Chien-shan; Chuang, Ya-chu; |
期刊 | 輔仁管理評論 |
出版日期 | 20200900 |
卷期 | 27:3 2020.09[民109.09] |
頁次 | 頁37-66 |
分類號 | 562.1 |
語文 | eng |
關鍵詞 | 跨通貨; 移動平均; 交換選擇權; 匯率連動選擇權; Cross currency; Moving average; Exchange options; Quanto options; |