Hsieh T-Y, Chou C-H, Chen S-N. Quanto Interest-Rate Exchange Options in a Cross-Currency Libor Market Model. 5002 [Internet]. 2015 May 26 [cited 2024 Nov. 22];5(5):816-30. Available from: https://archive.aessweb.com/index.php/5002/article/view/1396