IMPROVING DISCRETE IMPLEMENTATION OF THE HULL AND WHITE TWO-FACTOR MODEL
| Year of publication: |
2005
|
|---|---|
| Authors: | Muck, Matthias ; Rudolf, Markus |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 14.2005, 4, p. 67
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