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Generalized Ho-Lee model: a multi factor state time dependent implied volatility function approach

Ho, Thomas S.Y. and Lee, Sang Bin

Generalized Ho-Lee model: a multi factor state time dependent implied volatility function approach 2007 - 2007 - 18-37 V. 17 Issue. 3

Subjects--Topical Terms:
Financial Management

Subjects--Index Terms: Volatility;Implied volatility function;State time dependent

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