Keywords: Black‐Derman‐Toy model
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Journal Articles
China Finance Review International (2013) 3 (2): 186–202.
Published: 10 May 2013
... empirical analysis result without describing the empirical analysis procedure. In the following, we will choose the product from ABN AMRO Bank to conduct analog operation. © Emerald Group Publishing Limited 2013 Interest rate linked Black‐Derman‐Toy model Reverse floating interest rate...

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