Year 2009
Authors Huimin Chung ,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
Page(s) 41-68
Level Type TSSCI
Total Pages 28
Date of Publication 2009-12-01