| Year | 2011 |
|---|---|
| Authors | Jia-hau Guo /Jia-Hau Guo |
| Paper Title | Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates |
| Journal Title | Journal of Futures Markets |
| Vol.No | 31 |
| Issue.No | 4 |
| Page(s) | 340-370 |
| Level Type | SSCI |
| Total Pages | 31 |
| Language | Chinese |
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