An equity¿interest rate hybrid model with stochastic volatility and the interest rate smile

LA Grzelak, CW Oosterlee

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	1-33
Number of pages	33
Journal	The Journal of Computational Finance
Volume	15
Issue number	4
Publication status	Published - 2012

Keywords

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author = "LA Grzelak and CW Oosterlee",

year = "2012",

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journal = "The Journal of Computational Finance",

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AU - Grzelak, LA

AU - Oosterlee, CW

PY - 2012

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M3 - Article

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JO - The Journal of Computational Finance

JF - The Journal of Computational Finance

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