Explosive Behavior in the Black–Derman–Toy Model (Q3459746)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explosive Behavior in the Black–Derman–Toy Model |
scientific article |
Statements
Explosive Behavior in the Black–Derman–Toy Model (English)
0 references
11 January 2016
0 references
Black-Derman-Toy model
0 references
log-normally distributed interest rates
0 references
Eurodollar futures
0 references
0 references
