![]() |
@article{DBLP:journals/eor/AbaffyBG05,
author = {Jozsef Abaffy and
Marida Bertocchi and
Adriana Gnudi},
title = {Extensions of the Ho and Lee interest-rate model to the
multinomial case},
journal = {European Journal of Operational Research},
volume = {163},
number = {1},
year = {2005},
pages = {154-169},
ee = {http://dx.doi.org/10.1016/j.ejor.2004.01.005},
bibsource = {DBLP, http://dblp.uni-trier.de}
}
Copyright © 2007-04-23 by Michael Ley (ley@uni-trier.de)