Efficient Calibration of Trinomial Trees for One-Factor...

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SSRN Electronic Journal 2003

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

Leippold, Markus, Wiener, Zvi
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.398261
File:
PDF, 263 KB
english, 2003
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