Work

Generalized affine transform on pricing quanto range accrual note

Year: 2018

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2018.12.004

Authors: Shaoyu Li, Henry H. Huang, Teng Zhang

Institutions: Southwestern University of Finance and Economics, National Central University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Award: G7990400653

OpenAlex ID: W2906467915

FWCI: 0.324

Cites: 33

Cited by: 4

Related to: 10