Lattice models for pricing American interest rate claims
Year of publication: |
1995
|
---|---|
Authors: | Li, Anlong |
Other Persons: | Ritchken, Peter H. (contributor) ; Sankarasubramanian, L. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 50.1995, 2, p. 719-737
|
Subject: | CAPM | Zinsderivat | Interest rate derivative | USA | United States |
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