A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective (Q1283702)
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scientific article; zbMATH DE number 1270990
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| English | A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective |
scientific article; zbMATH DE number 1270990 |
Statements
A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective (English)
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30 June 1999
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arbitrage
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interest rates
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term structure
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0.7804071307182312
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0.7639650702476501
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0.7596834301948547
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