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.
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