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Office of the Comptroller of the Currency Washington, District of Columbia (United States)
Department of the Treasury
Government of the United States
RePEc:edi:occgvus (more details at EDIRC)
Research outputJump to: Working papers
- Michael Sullivan, 1999. "Discrete-Time Continuous-State Interest Rate Models," Computing in Economics and Finance 1999 913, Society for Computational Economics.
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- Michael Sullivan, 1999.
"Discrete-Time Continuous-State Interest Rate Models,"
Computing in Economics and Finance 1999
913, Society for Computational Economics.
- Dan Pirjol, 2015. "Hogan-Weintraub singularity and explosive behaviour in the Black-Derman-Toy model," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1243-1257, July.
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