Features of skewness-adjusted binomial interest rate models
R. Stafford Johnson, Amit Sen
| Year of publication: |
2020
|
|---|---|
| Authors: | Johnson, Robert S. ; Sen, Amit |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-229X, ZDB-ID 3004039-5. - Vol. 4.2020, 2, p. 126-151
|
| Subject: | binomial model | interest rates | skewness | calibration model | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBD.2020.109333 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505158