LATTICE MODELS FOR PRICING AMERICAN INTEREST-RATE CLAIMS

被引：0

|

作者：

LI, A ^{[1
]}

RITCHKEN, P ^{[1
]}

SANKARASUBRAMANIAN, L ^{[1
]}

机构：

[1] CASE WESTERN RESERVE UNIV,WEATHERHEAD SCH MANAGEMENT,CLEVELAND,OH 44106

来源：

JOURNAL OF FINANCE | 1995年 / 50卷 / 03期

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D O I：

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中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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页码：992 / 993

页数：2

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