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Modelling of dynamical interest rates using binomial and trinomial trees - MaRDI portal

Modelling of dynamical interest rates using binomial and trinomial trees (Q2820429)

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scientific article; zbMATH DE number 6627774
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English
Modelling of dynamical interest rates using binomial and trinomial trees
scientific article; zbMATH DE number 6627774

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    16 September 2016
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    interest rate
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    modelling
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    binomial tree
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    trinomial tree
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    fitting and prediction
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    Modelling of dynamical interest rates using binomial and trinomial trees (English)
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