On the construction and complexity of the bivariate lattice with stochastic interest rate models

YUH-DAUH LYUUWang, C.-J.C.-J.Wang2018-09-102018-09-102011http://www.scopus.com/inward/record.url?eid=2-s2.0-79651469646&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/366941On the construction and complexity of the bivariate lattice with stochastic interest rate modelsjournal article10.1016/j.camwa.2010.12.061