Pages that link to "Item:Q1687377"
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The following pages link to A simple trinomial lattice approach for the skew-extended CIR models (Q1687377):
Displayed 4 items.
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
