Constructing Optimal Samples from a Binomial Lattice (Q5286922)
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scientific article; zbMATH DE number 227535
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constructing Optimal Samples from a Binomial Lattice |
scientific article; zbMATH DE number 227535 |
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Constructing Optimal Samples from a Binomial Lattice (English)
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30 September 1993
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lattice model
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interest rates
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mortgage-backed financing
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0.7490460872650146
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0.7447627186775208
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