A Simple Induction Approach and an Efficient Trinomial Lattice for Multi-State Variable Interest Rate Derivatives Models
| Year of publication: |
2005
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|---|---|
| Authors: | Kramin, Marat V. ; Kramin, Timur V. ; Young, Stephen D. ; Dharan, Venkat G. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 24.2005, 2, p. 199
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