You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output.
Click here to find out more.
| Chapter title |
A Discrete-Time Version of the Model
|
|---|---|
| Chapter number | 5 |
| Book title |
Interest Rate Dynamics, Derivatives Pricing, and Risk Management
|
| Published by |
Springer, Berlin, Heidelberg, January 1996
|
| DOI | 10.1007/978-3-642-46825-4_5 |
| Book ISBNs |
978-3-54-060814-1, 978-3-64-246825-4
|
| Authors |
Lin Chen, Chen, Lin |