Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (Q2643675)
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scientific article; zbMATH DE number 5182997
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| English | Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor |
scientific article; zbMATH DE number 5182997 |
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Generalizations of Ho-Lee's binomial interest rate model. I: From one- to multi-factor (English)
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27 August 2007
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0.8680091500282288
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0.8414480686187744
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0.8133776187896729
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0.7944513559341431
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0.7921445965766907
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