Constructing Optimal Samples from a Binomial Lattice (Q5286922)
From MaRDI portal
scientific article; zbMATH DE number 227535
Language | Label | Description | Also known as |
---|---|---|---|
English | Constructing Optimal Samples from a Binomial Lattice |
scientific article; zbMATH DE number 227535 |
Statements
Constructing Optimal Samples from a Binomial Lattice (English)
0 references
30 September 1993
0 references
lattice model
0 references
interest rates
0 references
mortgage-backed financing
0 references