A binomial approximation for two-state Markovian HJM models (Q539146): Difference between revisions
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Latest revision as of 03:10, 4 July 2024
scientific article
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English | A binomial approximation for two-state Markovian HJM models |
scientific article |
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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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