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  • Search: subject:"Skew Vasicek model"
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Option pricing theory 1 Optionspreistheorie 1 Skew Vasicek model 1 Statistical distribution 1 Statistische Verteilung 1 binomial tree 1 discontinuous drift 1 trinomial tree 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Menoukeu-Pamen, Olivier 1 Zhuo, Xiaoyang 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Efficient piecewise trees for the generalized Skew Vasicek model with discontinuous drift
Zhuo, Xiaoyang; Menoukeu-Pamen, Olivier - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10011687043
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