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Institution Date Title Author
淡江大學 2015-12 Pricing of the Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Tsung-Yu Hsieh; Chi-Hsun Chou; Son-Nan Chen
淡江大學 2015-10-30 Valuation of Quanto Floating Range Notes under the Cross-Currency LIBOR Market Model Chi-Hsun Chou; Tsung-Yu Hsieh; Son-Nan Chen
淡江大學 2014-12-31 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Tsung-Yu Hsieh; Chi-Hsun Chou; Son-Nan Chen
國立政治大學 2003 浮動匯率連動極大值選擇權 陳松男; Son-Nan Chen; 薛兆雯; Chao-Wen Shei
義守大學 2001-02 The Effects of Volatility Smile on Warrant Hedging and Arbitrage Son-Nan Chen;An-Pin Chen;Camus Chang
國立政治大學 1999 在間斷性避險及交易成本下的選擇權評價模型:以實務觀點修正理論 陳松男; Son-Nan Chen
國立政治大學 1996 International real interest rate parity with error correction models 陳松男; Jong-Cook Byun; Son-Nan Chen

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