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Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor - MaRDI portal

Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675)

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Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor
scientific article

    Statements

    title
    Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (English)
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    author
    Jirô Akahori
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    Hiroki Aoki
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    Yoshihiko Nagata
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    publication date
    27 August 2007
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    Identifiers

    zbMATH DE Number
    5182997
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    OpenAlex ID
    W2140114617
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    arXiv ID
    math/0606183
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