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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215358
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