Pricing hedging interest rate options under hump volatility function

Pricing hedging interest rate options under hump volatility function

碩士 === 東海大學 === 財務金融學系 === 96 ===

Bibliographic Details
Main Authors:	Chang Sheng Chung, 張聖忠
Other Authors:	郭一棟
Format:	Others
Language:	zh-TW
Published:	2008
Online Access:	http://ndltd.ncl.edu.tw/handle/59026953029727148141

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