Explosive behavior in the Black-Derman-Toy model (Q3459746)
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scientific article; zbMATH DE number 6528269
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| English | Explosive behavior in the Black-Derman-Toy model |
scientific article; zbMATH DE number 6528269 |
Statements
Explosive Behavior in the Black–Derman–Toy Model (English)
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11 January 2016
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Black-Derman-Toy model
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log-normally distributed interest rates
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Eurodollar futures
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0.9355907440185548
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0.7737436890602112
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0.766895055770874
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0.7550808191299438
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