Information Journal Paper
APA:
CopyDAGLISH, T.. (2010). LATTICE METHODS FOR NO-ARBITRAGE PRICING OF INTEREST RATE SECURITIES. JOURNAL OF DERIVATIVES, 18(-), 7-19. SID. https://sid.ir/paper/632773/en
Vancouver:
CopyDAGLISH T.. LATTICE METHODS FOR NO-ARBITRAGE PRICING OF INTEREST RATE SECURITIES. JOURNAL OF DERIVATIVES[Internet]. 2010;18(-):7-19. Available from: https://sid.ir/paper/632773/en
IEEE:
CopyT. DAGLISH, “LATTICE METHODS FOR NO-ARBITRAGE PRICING OF INTEREST RATE SECURITIES,” JOURNAL OF DERIVATIVES, vol. 18, no. -, pp. 7–19, 2010, [Online]. Available: https://sid.ir/paper/632773/en