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
Wei Xu
is an associate professor in the School of Mathematical Sciences at Tongji University in Shanghai, China
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In this issue
The Journal of Derivatives
Vol. 28, Issue 3
Spring 2021
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