Work

Lattice Models for Pricing American Interest Rate Claims

Year: 1995

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1995.tb04802.x

Authors: ANLONG LI, PETER RITCHKEN, L. SANKARASUBRAMANIAN

Institutions: Cornell University, Case Western Reserve University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2105147347

FWCI: 14.12

Cites: 22

Cited by: 81

Related to: 10