Efficient option pricing with multi-factor equity-interest rate hybrid models

LA Grzelak, CW Oosterlee, S. van Weeren

Research output: Book/ReportReportProfessional

Original languageUndefined/Unknown
Place of PublicationDelft
PublisherEWI Dept. Applied Mathematics
Number of pages25
VolumeReports of the Department of Applied Mathematics
ISBN (Print)1389-6520
Publication statusPublished - 2009

Publication series

PublisherEWI Dept. Applied Mathematics


  • departmental working papers
  • Geen BTA classificatie

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