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- W1570684999 abstract "This chapter contains sections titled: Introduction and Objectives The Trinomial Method for Assets Lattice Data Structures Trinomial Tree for the Short Rate The Multidimensional Binomial Method Generic Lattice Structures Approximating Exponential Functions Summary and Conclusions Exercises" @default.
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- W1570684999 date "2006-11-29" @default.
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- W1570684999 title "Other Numerical Methods in Quantitative Finance" @default.
- W1570684999 doi "https://doi.org/10.1002/9781118673379.ch19" @default.
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