A simple trinomial lattice approach for the skew-extended CIR models
Year of publication: |
September 2017
|
---|---|
Authors: | Zhuo, Xiaoyang ; Xu, Guangli ; Zhang, Haoyan |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 4, p. 499-526
|
Subject: | Skew CIR process | Doubly skewed CIR process | Trinomial tree | Bond pricing | Option pricing | Optionspreistheorie | Option pricing theory | CAPM | Statistische Verteilung | Statistical distribution |
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