Valuation of Game Swaptions under the Generalized Ho-Lee Model

1 Graduate School of Economics, Osaka University, Osaka … Term Structure Movements and Pricing Interest Rate Contingent Claims. The Journal of Finance, 41, 1011-1029. http://dx.doi.org/10.1111/j.1540-6261.1986.tb02528.x [3] van der Hoek, J.
( read original story …)


Related Post

Race weekend showcases Yokohama Advan Neova AD08R ...
views 194
Yokohama Tire Canada brand ambassador Jean-Sebasti...
Tokyo’s former deputy governor denies perjury in T...
views 213
A former Tokyo deputy governor has denied allegati...
Sapporo wants to host 2030 Winter Olympics, not 20...
views 50
The city of Sapporo has told the Japanese Olympic ...
Nikkei flat as upbeat earnings undermined by yen w...
views 182
TOKYO, July 31 (Reuters) - Japan's Nikkei share av...
Ink And Love: How Can Tattoos Affect Your Relation...
views 149
Just this September Osaka fined a tattoo artist fo...
Tokyo readies new sanctions not directly linked to...
views 164
The United States has indicated it will impose add...
Yahoo Japan is refusing to stop the sale of ivory ...
views 186
Ivory tusks are displayed after the official start...
CITIC Tokyo International Comment on Asset Managem...
views 187
Stuart Poulson, Head of Corporate Trading at CITIC...
Japan’s Bank Earnings Hindered by Negative Rates, ...
views 195
TOKYO—Profits at Japan’s top banks wer...
Trump withdraws U.S. from TPP, raps Japan, China o...
views 206
Separately, the new Republican president accused J...