Features of skewness-adjusted binomial interest rate models
Year of publication: |
2020
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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
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Subject: | binomial model | interest rates | skewness | calibration model | Zinsstruktur | Yield curve | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
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