Work

Discrete stochastic arbitrage models for pricing options on short and long term yields: Tests of the Ho and Lee and the Black, Derman and Toy models.

Year: 1992

Type: dissertation

Source: UA Campus Repository (The University of Arizona)

Author: Mahendra Raj

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W836042904

Cites:

Cited by: 25

Related to: 10