Implementation of The Longstaff-Schwartz Interest Rate Model
- 30 September 1993
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 3 (2) , 7-14
- https://doi.org/10.3905/jfi.1993.408080
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Pricing Interest-Rate-Derivative SecuritiesThe Review of Financial Studies, 1990