A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700): Difference between revisions
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Revision as of 10:15, 30 July 2024
scientific article; zbMATH DE number 6897611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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