A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700): Difference between revisions

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scientific article; zbMATH DE number 6897611
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A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY
scientific article; zbMATH DE number 6897611

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    A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (English)
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    29 June 2018
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    interest-sensitive claims
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    stochastic volatility
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    binomial algorithms
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