Analytical implementation of the Ho and Lee model for the short interest rate
Year of publication: |
2003
|
---|---|
Authors: | Grant, Dwight ; Vora, Gautam |
Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 14.2003, 1, p. 19-47
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Extending the universality of the Heath-Jarrow-Morton model
Grant, Dwight M., (2006)
-
An analytical implementation of the Hull and White model
Grant, Dwight M., (2001)
-
Analytical implementation of the Ho and Lee model for the short interest rate
Grant, Dwight M., (2003)
- More ...