O'Brien, T. J. (1991). A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York Univ. Salomon Center, Leonard N. Stern School of Business.
Chicago-Zitierstil (17. Ausg.)O'Brien, Thomas J. A Simple Binomial No-arbitrage Model of the Term Structure: With Applications to the Valuation of Interest-sensitive Options and Interest-rate Swaps. New York, NY: New York Univ. Salomon Center, Leonard N. Stern School of Business, 1991.
MLA-Zitierstil (9. Ausg.)O'Brien, Thomas J. A Simple Binomial No-arbitrage Model of the Term Structure: With Applications to the Valuation of Interest-sensitive Options and Interest-rate Swaps. New York Univ. Salomon Center, Leonard N. Stern School of Business, 1991.