"Generalizations of Ho-Lee's binomial interest rate model II: randomization."

Jirô Akahori, Yu Chiba (2020)

> Home

Details and statistics

DOI: 10.14495/JSIAML.12.57

access: open

type: Journal Article

metadata version: 2022-02-14

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jsiaml/AkahoriC20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jsiaml/AkahoriC20
Jirô Akahori, Yu Chiba:
Generalizations of Ho-Lee's binomial interest rate model II: randomization. JSIAM Lett. 12: 57-60 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.