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A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of Derivatives Research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10008926018
Saved in:
2
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
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