Efficient calibration of trinomial trees for one-factor short rate models (Q1774551)
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scientific article; zbMATH DE number 2168284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient calibration of trinomial trees for one-factor short rate models |
scientific article; zbMATH DE number 2168284 |
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Efficient calibration of trinomial trees for one-factor short rate models (English)
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17 May 2005
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short rate models
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trinomial trees
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forward measure.
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0.85339874
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0.8511082
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0.83581555
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0.8326306
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0.8292333
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0.82898235
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