Generalizations of HoLees binomial interest rate model I: from one- to multi-factor

@article{citeulike:1436051, author = {Akahori and Jiro and Aoki and Hiroki and Nagata and Yoshihiko}, citeulike-article-id = {1436051}, doi = {http://dx.doi.org/10.1007/s10690-007-9039-8}, issn = {1387-2834}, journal = {Financial Engineering and the Japanese Markets}, month = {June}, number = {2}, pages = {151--179}, posted-at = {}, publisher = {Springer}, title = {Generalizations of HoLees binomial interest rate model I: from one- to multi-factor}, url = {http://dx.doi.org/10.1007/s10690-007-9039-8}, volume = {13}, year = {2006} }

TY - JOUR ID - citeulike:1436051 L3 - citeulike-article-id:1436051 TI - Generalizations of HoLees binomial interest rate model I: from one- to multi-factor JF - Financial Engineering and the Japanese Markets VL - 13 IS - 2 SP - 151 EP - 179 PB - Springer SN - 1387-2834 AU - Akahori AU - Jiro AU - Aoki AU - Hiroki AU - Nagata AU - Yoshihiko PY - 2006/06// UR - http://dx.doi.org/10.1007/s10690-007-9039-8 ER -