Implementation of the Black-Derman-Toy Interest Rate Model
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
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5. Extensions of the Ho and Lee interest-rate model to the multinomial case;European Journal of Operational Research;2005-05
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