Pages that link to "Item:Q2643675"
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The following pages link to Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675):
Displaying 6 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072) (← links)
- Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278) (← links)
- A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective (Q1283702) (← links)
- A squared binomial tree approach to discrete-time bond market modelling (Q2769691) (← links)
- Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710) (← links)