Pricing cross-currency interest rate swaps under the Levy market model
Crossref DOI link: https://doi.org/10.1007/s11147-018-9150-1
Published Online: 2018-10-16
Published Print: 2019-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Ming-Chieh
Huang, Li-Jhang
Text and Data Mining valid from 2018-10-16
Article History
First Online: 16 October 2018