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Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
Leippold, Markus; Wiener, Zvi - In: Review of derivatives research 7 (2004) 3, pp. 213-240
Persistent link: https://www.econbiz.de/10005925702
Cover Image
Efficient calibration of trinomial trees for one-factor short rate models
Leippold, Markus; Wiener, Zvi - In: Review of derivatives research 7 (2004) 3, pp. 213-239
Persistent link: https://www.econbiz.de/10002566687