A fresh view on the Ho-Lee model of the term structure from a stochastic discounting perspective

✍ Scribed by Jochen Wilhelm

• Publisher: Springer
• Year: 1999
• Tongue: German
• Weight: 163 KB
• Volume: 21
• Category: Article
• ISSN: 0171-6468
• DOI: 10.1007/s002910050078