Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600)
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scientific article; zbMATH DE number 1771988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating the Black-Derman-Toy model: some theoretical results |
scientific article; zbMATH DE number 1771988 |
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Calibrating the Black-Derman-Toy model: some theoretical results (English)
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5 September 2002
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financial mathematic
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interest rates
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Black-Derman-Toy mode
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