Extensions of the Ho and Lee interest-rate model to the multinomial case.

Jozsef Abaffy Marida Bertocchi Adriana Gnudi

Published in: Eur. J. Oper. Res. (2005)

Keyphrases

probabilistic model
computational model
probability distribution
em algorithm
experimental data
statistical model
neural network
multiscale
artificial neural networks
prior knowledge
input data
theoretical analysis
statistical models
conceptual model
markov model
bayesian model