"Extensions of the Ho and Lee interest-rate model to the multinomial case."

Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi (2005)

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DOI: 10.1016/J.EJOR.2004.01.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jozsef Abaffy, Marida Bertocchi, Adriana Gnudi:
Extensions of the Ho and Lee interest-rate model to the multinomial case. Eur. J. Oper. Res. 163(1): 154-169 (2005)

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