Another Look at the Ho–Lee Bond Option Pricing Model

The Journal of Derivatives, Vol. 25, Issue 4, Summer 2018, pp48-53
 

Author(s):

Young Shin Kim

Assistant professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.

Stoyan Stoyanov

Research professor of finance in the College of Business at Stony Brook University in Stony Brook, NY.

Svetlozar T. Rachev

Professor in the department of mathematics and statistics at Texas Tech University in Lubbock, TX.

Frank J. Fabozzi

Professor of finance at EDHEC Business School in Nice, France.

The Journal of Derivatives, Vol. 25, Issue 4, Summer 2018, pp48-53
 

Type: Academic publication
Date: le 04/07/2018
Research Cluster : Finance
Source : The Journal of Derivatives

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