Open AccessSkewness-Adjusted Binomial Interest Rate Models
Publication year - 2018
Publication title -
journal of accounting and finance
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v18i8.111
Subject(s) - skewness , econometrics , negative binomial distribution , calibration , statistics , binomial distribution , mathematics , yield curve , binomial options pricing model , yield (engineering) , binomial (polynomial) , interest rate , economics , physics , valuation of options , monetary economics , poisson distribution , thermodynamics
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