Crossmark

A simple trinomial lattice approach for the skew-extended CIR models

Crossref DOI link: https://doi.org/10.1007/s11579-017-0192-1

Published Online: 2017-06-27

Published Print: 2017-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zhuo, Xiaoyang

Xu, Guangli

Zhang, Haoyan
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11571190, 71532001)

the Fundamental Research Funds for the Central Universities in UIBE (16QD19)
License Information

License valid from 2017-06-27