EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK...

  • Main
  • 2017 / 05
  • EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK...
International Journal of Theoretical and Applied Finance 2017 / 05

EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT

ZHUO, XIAOYANG, MENOUKEU-PAMEN, OLIVIER
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024917500285
Date:
May, 2017
File:
PDF, 595 KB
english, 2017
Conversion to is in progress
Conversion to is failed