trinomial tree
常见例句
- Furthermore, a two-factor model for pricing corporate bonds is proposed by using the trinomial tree model and taking the default risk into account.
在考虑到企业违约风险的情形下,利用三叉树模型方法,建立了一个含有企业价值、 利率两种随机因子在内的企业债券的二因素定价模型。 返回 trinomial tree