Pages that link to "Item:Q704072"
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The following pages link to Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072):
Displaying 5 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278) (← links)
- Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675) (← links)
- Modelling of dynamical interest rates using binomial and trinomial trees (Q2820429) (← links)
- Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710) (← links)