Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
| Year of publication: |
2004
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|---|---|
| Authors: | Leippold, Markus ; Wiener, Zvi |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 7.2004, 3, p. 213-240
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