A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
| Year of publication: |
1999
|
|---|---|
| Authors: | Wilhelm, Jochen |
| Published in: |
OR-Spektrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 14659943. - Vol. 21.1999, 1, p. 9-34
|