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Hull & White Trinomial Trees

Arvid Kjellberg - Jakub Lawik - Juan Mojica - Xiaodong Xu. Hull & White Trinomial Trees. The outline of our Project. by Journal of Derivatives in Fall 1994 Where to use it ? ? if there is a function x = f(r) of the short rate r that follows a mean reverting arithmetic process

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Hull &amp; White Trinomial Trees

Hull & White Trinomial Trees