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Black–Derman–Toy model
Known as:
The Black-Derman-Toy model
, Black Derman Toy model
, Black-Derman-Toy
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In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short rate model used in the pricing of bond options, swaptions and other…
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Related topics
14 relations
Algorithm
Binomial options pricing model
Bisection method
Brownian motion
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Papers overview
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2016
2016
Simulation studies of the expected proton rejection capabilities of CALET
F. Palma
2016
Corpus ID: 125718668
The CALorimetric Electron Telescope (CALET) is a Japanese led international space mission by JAXA (Japanese AeroSpace Agency) in…
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2016
2016
A Novel Optimization Model for Efficient Packet Classification in WBAN
Madhumita Kathuria
,
Sapna Gambhir
2016
Corpus ID: 13806020
With self-automaton and used of advanced technology, Wireless Body Area Network (WBAN) has attracted significant interest. So…
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2015
2015
Socio-Economic Conditions of Jatka Fishers in Some Selected Spots of Meghna Estuary
Solaiman Hossain
,
S. Bhowmik
2015
Corpus ID: 54968844
The present study was conducted to know activities and causes of illegal Jatka fishing of Meghna River in Bangladesh. The aim was…
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2013
2013
MANUFACTURING TECHNIQUES OF LOW-COST SI-BASED CRYSTALLINE TYPE SOLAR CELL IN BANGLADESH
M. Islam
,
Md. Rakibul Hasan
,
Fariba Mohammadi
,
Antara Majumdar
,
Ali Ahmad
2013
Corpus ID: 56301967
In today’s world with the increasing population, the world's energy needs are growing steadily andthe crisis for power is also…
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2010
2010
Search for Quantum Gravity with IceCube and High Energy Atmospheric Neutrinos
W. Huelsnitz
2010
Corpus ID: 121056049
We present the expected sensitivity of an analysis that will use data from the IceCube Neutrino Observatory to search for…
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2009
2009
Role of contact formation process in transport properties of molecular junctions: conductance of Au/BDT/Au molecular wires
Zhanyu Ning
,
W. Ji
,
Hong Guo
2009
Corpus ID: 93495447
We report theoretical investigations on the role of contact formation process and its resulting structures to quantum transport…
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2009
2009
Development principle and application of SAP BDT
Zhu Yu
2009
Corpus ID: 113298351
The paper introduces the concept and theory of SAP BDT(Business Data Toolset)which is originated in the central business partner…
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2003
2003
Structure and Dynamics of a Benzenedithiol Monolayer on a Au(111) Surface
Y. Leng
,
D. Keffer
,
P. Cummings
2003
Corpus ID: 9960977
We use the universal force field (UFF) developed by Rappe et al. (Rappe, A. K.; Casewit, C. J.; Colwell, K. S.; Goddard, W. A…
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2003
2003
Enumeration of Increasing Boolean Expressions and Alternative Digraph Implementations for Diagnostic Applications
P. Stroud
2003
Corpus ID: 6644720
A support structure for forming eave corners on a hipped roof of a steel framed structure comprises a rectangular frame having…
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1994
1994
Automated image analysis techniques for digital mammography
K. Woods
,
K. Bowyer
1994
Corpus ID: 59705034
In this work we have examined the application of computer image analysis techniques to digitized mammographic images for the…
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