A binomial approximation for two-state Markovian HJM models (Q539146)
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scientific article; zbMATH DE number 5900591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A binomial approximation for two-state Markovian HJM models |
scientific article; zbMATH DE number 5900591 |
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A binomial approximation for two-state Markovian HJM models (English)
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27 May 2011
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interest rate options
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contingent claims
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binomial algorithms
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discrete-time models
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