Pages that link to "Item:Q4683050"

The following pages link to A generalized procedure for building trees for the short rate and its application to determining market implied volatility functions (Q4683050):

Displaying 4 items.

• Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
• Interest rate trees: extensions and applications (Q4554489) (← links)
• Multi-curve Modelling Using Trees (Q4689907) (← links)
• Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk (Q5215442) (← links)