Extension of stochastic volatility models with hull-white interest rate process

LA Grzelak, CW Oosterlee, S. van Weeren

Research output: Book/ReportReportProfessional

Original languageUndefined/Unknown
Place of PublicationDelft
PublisherEWI Ch. Numerical Analysis
Number of pages24
VolumeReports of the Department of Applied Mathematical Analysis
Publication statusPublished - 2008

Publication series

Name
PublisherEWI Ch. Numerical Analysis

Keywords

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