Year | 2009 |
---|---|
Authors | Tian-Shyr Dai、Huimin Chung、and Chun-Ju Ho |
Paper Title | Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology |
Journal Title | NTU Management Review |
Vol.No | 20 |
Issue.No | 1 |
From | 41 |
To | 68 |
Level Type | TSSCI |
Total Pages | 28 |
Date of Publication | 2009-12-01 |