Extensions of the Ho and Lee interest-rate model to the multinomial case
| Year of publication: |
2005
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|---|---|
| Authors: | Abaffy, Jozsef ; Bertocchi, Marida ; Gnudi, Adriana |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 163.2005, 1, p. 154-169
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