A closed-form multifactor binomial interest rate model
Thomas S. Y. Ho and Sang Bin Lee
| Year of publication: |
2004
|
|---|---|
| Authors: | Ho, Thomas S. Y. ; Yi, Sang-bin |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 14.2004, 1, p. 1-16
|
| Subject: | Zinsstruktur | Yield curve |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002155522