A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (Q4683050)
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scientific article; zbMATH DE number 6939254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions |
scientific article; zbMATH DE number 6939254 |
Statements
A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (English)
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19 September 2018
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interest rate models
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short rate
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derivatives
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