Pricing Asian Options with Correlated Credit risk

Chueh-Yung Tsao; Chao-Ching Liu

Pricing Asian Options with Correlated Credit risk

Chueh-Yung Tsao
, Chao-Ching Liu

Department of Industrial and Business Management

Research output: Contribution to conference › Proceeding

Original language	American English
State	Published - 2007
Event	6th International Conference on Computational Intelligence in Economics and Finance (CIEF 2007) - Salt Lake City, Utah, USA Duration: 19 07 2007 → 24 07 2007

Conference

Conference	6th International Conference on Computational Intelligence in Economics and Finance (CIEF 2007)
Period	19/07/07 → 24/07/07

Cite this

@conference{a40978cf443742c3a9365eeed644c9b0,

title = "Pricing Asian Options with Correlated Credit risk",

author = "Chueh-Yung Tsao and Chao-Ching Liu",

year = "2007",

language = "American English",

note = "6th International Conference on Computational Intelligence in Economics and Finance (CIEF 2007) ; Conference date: 19-07-2007 Through 24-07-2007",

}