User menu

An Interest Rate Tree Driven by a Lévy Process

Bibliographic reference Hainaut, Donatien ; MacGilchrist, Renaud. An Interest Rate Tree Driven by a Lévy Process. In: The Journal of Derivatives, Vol. 18, no.2, p. 33-45 (2010)
Permanent URL http://hdl.handle.net/2078/185395