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A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 9-34
Persistent link: https://www.econbiz.de/10001411150
Cover Image
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective
Wilhelm, Jochen - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1, pp. 9-34
Persistent link: https://www.econbiz.de/10006844481
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Vorwort der Herausgeber
Kürsten, Wolfang; Wilhelm, Jochen - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1, pp. 5-8
Persistent link: https://www.econbiz.de/10006844482