does anybody have a copy of "Blyth, Stephen and John Uglum. "Rates of Skew." Risk 12 (July, 1999), 61-63"?i am interested in the rationale of its approximation of rates skews under CEV modelmillions of thanks

try adaptive mesh method which is quite effective in dealing with barrier option pricing using trinomial trees

actually, in many affine models, the functional form of market price of risk has a very specific form. see Dai and Singleton (2000), Duffee(2002)