Modelling of dynamical interest rates using binomial and trinomial trees (Q2820429)
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scientific article; zbMATH DE number 6627774
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling of dynamical interest rates using binomial and trinomial trees |
scientific article; zbMATH DE number 6627774 |
Statements
16 September 2016
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interest rate
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modelling
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binomial tree
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trinomial tree
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fitting and prediction
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Modelling of dynamical interest rates using binomial and trinomial trees (English)
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0.800361156463623
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0.7166826128959656
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0.7040122151374817
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0.6884431838989258
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