Implementation of the Black-Derman-Toy interest rate model

by Petter Bjerksund and Gunnar Stensland

Year of publication:	1995
Authors:	Bjerksund, Petter ; Stensland, Gunnar
Publisher:	Bergen
Subject:	Zins \| Interest rate \| Wirtschaftsmodell \| Economic model \| Informationswert \| Information value \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory

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