Extensions of the Ho and Lee interest-rate model to the multinomial case (Q704072)
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scientific article; zbMATH DE number 2127030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extensions of the Ho and Lee interest-rate model to the multinomial case |
scientific article; zbMATH DE number 2127030 |
Statements
Extensions of the Ho and Lee interest-rate model to the multinomial case (English)
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12 January 2005
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Pricing
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Term structure
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Multinomial model
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