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

LA Grzelak, CW Oosterlee, S. van Weeren

Research output: Book/Report › Report › Professional

Original language	Undefined/Unknown
Place of Publication	Delft
Publisher	EWI Dept. Applied Mathematics
Number of pages	25
Volume	Reports of the Department of Applied Mathematics
ISBN (Print)	1389-6520
Publication status	Published - 2009

Name
Publisher	EWI Dept. Applied Mathematics

Keywords

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author = "LA Grzelak and CW Oosterlee and {van Weeren}, S.",

year = "2009",

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isbn = "1389-6520",

volume = "Reports of the Department of Applied Mathematics",

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AU - Oosterlee, CW

AU - van Weeren, S.

PY - 2009

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KW - departmental working papers

KW - Geen BTA classificatie

M3 - Report

SN - 1389-6520

VL - Reports of the Department of Applied Mathematics

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

PB - EWI Dept. Applied Mathematics

CY - Delft

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