Efficient calibration of trinomial trees for one-factor short rate models
Markus Leippold; Zvi Wiener
| Year of publication: |
2004
|
|---|---|
| Authors: | Leippold, Markus ; Wiener, Zvi |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 3, p. 213-239
|
| Subject: | Zinsstruktur | Yield curve |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002566687