A Unified Willow Tree Framework for One-Factor Short-rate Models

Guangguang Wang; Wei Xu

doi:10.3905/jod.2018.1.064

Article

A Unified Willow Tree Framework for One-Factor Short-rate Models

Guangguang Wang and Wei Xu

The Journal of Derivatives Spring 2018, jod.2018.1.064; DOI: https://doi.org/10.3905/jod.2018.1.064

Guangguang Wang

is a PhD student in the School of Mathematical Sciences at Tongji University in Shanghai, China

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Wei Xu

is an associate professor in the School of Mathematical Sciences at Tongji University in Shanghai, China

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The Journal of Derivatives

Vol. 28, Issue 3

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A Unified Willow Tree Framework for One-Factor Short-rate Models

Guangguang Wang, Wei Xu

The Journal of Derivatives Feb 2018, jod.2018.1.064; DOI: 10.3905/jod.2018.1.064

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A Unified Willow Tree Framework for One-Factor Short-rate Models

Guangguang Wang, Wei Xu

The Journal of Derivatives Feb 2018, jod.2018.1.064; DOI: 10.3905/jod.2018.1.064

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