Title of article
Extensions of the Ho and Lee interest-rate model to the multinomial case
Author/Authors
Jozsef Abaffy، نويسنده , , Marida Bertocchi، نويسنده , , Adriana Gnudi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
16
From page
154
To page
169
Keywords
Pricing , Term structure , Multinomial model
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215358
Link To Document