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Discrete stochastic arbitrage models for pricing options on short and long term yields: Tests of the Ho and Lee and the Black, Derman and Toy models

机译：短期和长期收益率定价选项的离散随机套利模型：Ho和Lee和Black，Derman和Toy模型的检验

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作者
Raj, Mahendra.;
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作者单位

The University of Arizona.;

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授予单位 The University of Arizona.;
学科 Finance.;Banking.;Business administration.
学位 Ph.D.
年度 1992
页码 150 p.
总页数 150
原文格式 PDF
正文语种 eng
中图分类
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7. Discrete stochastic arbitrage models for pricing options on short and long term yields: Tests of the Ho and Lee and the Black, Derman and Toy models. [O] . Raj Mahendra. 1992

机译：短期和长期收益定价选项的离散随机套利模型：Ho和Lee和Black，Derman和Toy模型的检验。

Discrete stochastic arbitrage models for pricing options on short and long term yields: Tests of the Ho and Lee and the Black, Derman and Toy models

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