The Structure of Binomial Lattice Models for Bonds

Bjarne Astrup Jensen, Jørgen Aase Nielsen

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Obozrenie Prikladnoi i Promyshlennoi Matematiki
Pages (from-to)	361-386
ISSN	0869-8325
Publication status	Published - 1998

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@article{c4ed4000c02411db9769000ea68e967b,

title = "The Structure of Binomial Lattice Models for Bonds",

keywords = "Obligationer",

author = "\{Astrup Jensen\}, Bjarne and Nielsen, \{J{\o}rgen Aase\}",

note = "Opstilling: 336.768 ast L{\o}be nr.: 003859",

year = "1998",

language = "English",

pages = "361--386",

journal = "Obozrenie Prikladnoi i Promyshlennoi Matematiki",

issn = "0869-8325",

publisher = "Nauchnoe Izdatel'stvoTVP",

}

TY - JOUR

T1 - The Structure of Binomial Lattice Models for Bonds

AU - Astrup Jensen, Bjarne

AU - Nielsen, Jørgen Aase

N1 - Opstilling: 336.768 ast Løbe nr.: 003859

PY - 1998

Y1 - 1998

KW - Obligationer

M3 - Journal article

SN - 0869-8325

SP - 361

EP - 386

JO - Obozrenie Prikladnoi i Promyshlennoi Matematiki

JF - Obozrenie Prikladnoi i Promyshlennoi Matematiki

ER -