Zi-Wei Huang

Cathay Life Insurance

No. 296, Jen-Ai Road

Sec. 4

Taipei, 10608

Taiwan

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Valuation of Callable Range Accrual Linked to CMS Spread Under Generalized Swap Market Model

Number of pages: 36 Posted: 28 Jul 2023

Jiecao He, Chang-Chieh Hsieh, Zi-Wei Huang and Shih-Kuei Lin

National Chengchi University (NCCU), E.SUN Financial Holding Co., Ltd., Cathay Life Insurance and National Chengchi University (NCCU)

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