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 |