trinomial tree model
常見例句
- Furthermore, a two-factor model for pricing corporate bonds is proposed by using the trinomial tree model and taking the default risk into account.
在考慮到企業(yè)違約風(fēng)險的情形下，利用三叉樹模型方法，建立了一個含有企業(yè)價值、 利率兩種隨機(jī)因子在內(nèi)的企業(yè)債券的二因素定價模型。 返回 trinomial tree model