Extensions of the Ho and Lee interest-rate model to the multinomial case

Jozsef Abaffy, Marida Bertocchi and Adriana Gnudi

European Journal of Operational Research, 2005, vol. 163, issue 1, 154-169

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:163:y:2005:i:1:p:154-169

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