|visits||member for||8 months|
|seen||Jan 17 at 13:30|
I specialise in development (.Net, Java), economics and finance (CFA harterholder), and quantitative finance (CQF candidate).
BDT model implementation
My question was how to select appropriate parameters for BDT in order to simulate it with Monte-Carlo. I am trying to avoid trees (as suggested by papers 1 and 2). And the third paper is too general and tells nothing about calibration
|asked||BDT model implementation|