Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology

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@article{e21d535d9c3f48959a875a535e91a7d5,

title = "Using the LIBOR Market Model to Price the Interest Rate Derivatives: A Recombining Binomial Tree Methodology",

author = "Tian-Shyr Dai",

year = "2009",

doi = "10.6226/NTURM2009.20.1.41",

language = "???core.languages.zh_TW???",

pages = "41--68",

journal = "NTU Management Review",

issn = "1018-1601",

publisher = "National Taiwan University College of management",

}