EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722)
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scientific article; zbMATH DE number 6752341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT |
scientific article; zbMATH DE number 6752341 |
Statements
EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (English)
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26 July 2017
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skew Vasicek model
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discontinuous drift
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binomial tree
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trinomial tree
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