Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor

By Akahori Jirô  

Financial Engineering and the Japanese Markets, Vol. 13, Iss. 2, 2006-06 ,pp. : 151-179

Springer Publishing Company

Access to resources Recommend Favorite

An Interest Rate Model with Upper and Lower Bounds

By Delbaen F.  

Financial Engineering and the Japanese Markets, Vol. 9, Iss. 3-4, 2002-01 ,pp. : 191-209

Springer Publishing Company

Access to resources Recommend Favorite

Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model

By Shirakawa H.  

Financial Engineering and the Japanese Markets, Vol. 9, Iss. 3-4, 2002-01 ,pp. : 169-190

Springer Publishing Company

Access to resources Recommend Favorite

Analytical implementation of the Ho and Lee model for the short interest rate

By Grant D.   Vora G.  

Global Finance Journal, Vol. 14, Iss. 1, 2003-05 ,pp. : 19-47

Elsevier

Access to resources Recommend Favorite

Number representation method for obtaining two-factor interaction columns in two-level orthogonal arrays

By Tsai Hsien-Tang  

International Journal of Quality & Reliability Management, Vol. 16, Iss. 6, 1999-06 ,pp. : 552-561

Emerald Group Publishing Ltd

Access to resources Recommend Favorite