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A Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities
A Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities
상세정보
- 자료유형
- 기사
- 저자명
- Thomas S. Y. Ho
- 서명/저자
- A Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities / Thomas S. Y. Ho , Sang Bin Lee
- 발행사항
- 서울 : 한국증권학회, 2005.
- 형태사항
- pp. 607-644
- 주기사항
- Include Bibliography References
- 기타저자
- Sang Bin Lee
- 원문정보
- url
- 모체레코드
- 모체정보확인
- Control Number
- kjul:60266844
MARC
008201116s2005 ulk aa kor■1001 ▼aThomas S. Y. Ho
■24510▼aA Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities▼dThomas S. Y. Ho▼eSang Bin Lee
■260 ▼a서울▼b한국증권학회▼c2005.
■300 ▼app. 607-644
■500 ▼aInclude Bibliography References
■7001 ▼aSang Bin Lee
■773 ▼t한국증권학회 발표 논문집▼g2005년 2월▼d2005, 04
■856 ▼uhttp://www.iksa.or.kr/modules/doc/index.php?doc=intro
■SIS ▼aS033816▼b60078678▼h8▼s2▼fP
