Interest rate derivative pricing with stochastic volatility

B Chen

Research output: Thesis › Dissertation (TU Delft, preparation external)

Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Delft University of Technology
Supervisors/Advisors	Oosterlee, Kees, Supervisor
Award date	25 Sept 2012
Print ISBNs	978-94-6203-052-7
DOIs	https://doi.org/10.4233/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a
Publication status	Published - 2012

Access to Document

@phdthesis{116444560a8748ca9f798d47cffbc8d7,

title = "Interest rate derivative pricing with stochastic volatility",

author = "B Chen",

year = "2012",

doi = "10.4233/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a",

language = "English",

isbn = "978-94-6203-052-7",

type = "Dissertation (TU Delft, preparation external)",

school = "Delft University of Technology",

}