Efficient calibration of trinomial trees for one-factor short rate models (Q1774551)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient calibration of trinomial trees for one-factor short rate models |
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Efficient calibration of trinomial trees for one-factor short rate models (English)
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17 May 2005
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short rate models
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trinomial trees
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forward measure.
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