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| beatnik | Posted on: 2011/12/15 10:00 |
Just popping in   Joined: 2011/12/15 From: Posts: 1 |
Hull White 2 factor model I really need someone's help here. Has anyone done the Hull White 2 factor tree or the G2++ quadrinomial tree in Excel vba or Matlab that they can share? I am running into some trouble with the tree construction and would like to take a look at sample code that has done it and explains it clearly. Thank you.
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