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Pricing of the Bermudan Swaption under the Generalized Ho-Lee Model (Mathematical Decision Making under Uncertainty and Ambiguity, and Related Topics)

机译：广义Ho-Lee模型下的百慕大掉期定价（不确定性和歧义下的数学决策及相关主题）

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OCHIAI Natsumi; OHNISHI Masamitsu;
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年度 2012
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正文语种 en
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4. Choice of Interest Rate Term Structure Models for Pricing and Hedging Bermudan Swaptions -An ALM Perspective [C] . Zhenke Guan, Bing Gan, Aisha Khan, 2008 China international conference in finance . 2008

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7. Stochastic Evaluation of Multi-State Coherent Systems (Mathematical Decision Making under Uncertainty and Ambiguity, and Related Topics) [O] . OHI FUMIO 2012

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Pricing of the Bermudan Swaption under the Generalized Ho-Lee Model (Mathematical Decision Making under Uncertainty and Ambiguity, and Related Topics)

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