Wikidata

(Q56482428)

English

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

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title
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models (English)
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author name string
Markus Leippold
series ordinal
1
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Zvi Wiener
series ordinal
2
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publication date
December 2004
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volume
7
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issue
3
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page(s)
213-239
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Identifiers

zbMATH Open document ID
1097.91038
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1059.91038
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