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 |