Lattice Models for Pricing American Interest Rate Claims

Lattice Models for Pricing American Interest Rate Claims

Anlong Li, Peter Ritchken and L. Sankarasubramanian
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Volume:
50
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2329426
Date:
June, 1995
File:
PDF, 557 KB
english, 1995
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