Generalizations of Ho-Lee's binomial interest rate model II: randomization (Q5141710)
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scientific article; zbMATH DE number 7288694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalizations of Ho-Lee's binomial interest rate model II: randomization |
scientific article; zbMATH DE number 7288694 |
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Generalizations of Ho-Lee's binomial interest rate model II: randomization (English)
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18 December 2020
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term structure of interest rates
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discrete model
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Bayesian interpretation
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