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A closed-form multi-factor Binomial interest rate model(Thomas S. Y. Ho)

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Date2007.09.14

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(7-2) Calibration of the Interest Rate Model BDT,HL,String and BGM.pdf

다음 게시물

Calibration of the interest rate models:BDT, HL, String and BGM(Sang Bin Lee, Yoon Seok Choi, Hanki Seong)

2007.09.14

이전 게시물

What does the maket price risk tell us in the single factor interest rate model?(Joonhee Rhee, Yoon Tae Kim)

2007.09.14

Korean