Year 2009
Authors Tian-Shyr Dai ,Tian-Shyr Dai, Hui-Ming Chung, Chun-Ju Ho, Wei-Ting Wang
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
Page(s) 41-68
Level Type TSSCI
Total Pages 28