A simple trinomial lattice approach for the skew-extended CIR models (Q1687377)
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scientific article; zbMATH DE number 6821357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple trinomial lattice approach for the skew-extended CIR models |
scientific article; zbMATH DE number 6821357 |
Statements
A simple trinomial lattice approach for the skew-extended CIR models (English)
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29 December 2017
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skew CIR process
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doubly skewed CIR process
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trinomial tree
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bond pricing
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option pricing
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