Fundamental solution of bond pricing in the Ho-Lee stochastic interest rate model under the invariant criteria


İZGİ B. , BAKKALOĞLU A.

New Trends in Mathematical Science, vol.5, pp.196-203, 2017 (Refereed Journals of Other Institutions)

  • Publication Type: Article / Article
  • Volume: 5
  • Publication Date: 2017
  • Doi Number: 10.20852/ntmsci.2017.138
  • Title of Journal : New Trends in Mathematical Science
  • Page Numbers: pp.196-203