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1-B-2 Valuation of Callable and Putable Bonds under the Generalized Ho-Lee model : A Stochastic Game Approach
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- OCHIAI Natsumi
- 大阪大学
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- OHNISHI Masamitsu
- 大阪大学
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Journal
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- 日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集
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日本オペレーションズ・リサーチ学会春季研究発表会アブストラクト集 2014 16-17, 2014-03-06
The Operations Research Society of Japan
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Details 詳細情報について
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- CRID
- 1570291227996709376
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- NII Article ID
- 110009830702
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- NII Book ID
- AN00351206
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- Text Lang
- en
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- Data Source
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- CiNii Articles