A simple trinomial lattice approach for the skew-extended CIR models
type: Item
instance of: scholarly article
title: A simple trinomial lattice approach for the skew-extended CIR models
zbMATH Open document ID: 1411.91586
author: Xiaoyang Zhuo
author: Guangli Xu
author: Haoyan Zhang
published in: Mathematics and Financial Economics
publication date: 2017-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6821357
zbMATH Keywords: skew CIR process
zbMATH Keywords: doubly skewed CIR process
zbMATH Keywords: trinomial tree
zbMATH Keywords: bond pricing
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: s11579-017-0192-1
OpenAlex ID: W2732014901
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DOI: 10.1007/S11579-017-0192-1
description: scientific article; zbMATH DE number 6821357