Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models (Q56482428)

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Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
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    Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models (English)
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    Markus Leippold
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    Zvi Wiener
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    December 2004
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    7
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    3
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    213-239
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