Monte Carlo calculation of exposure profiles and greeks for bermudan and barrier options under the Heston Hull-White Model

Research output: Book/Report › Report › Professional

Name
Publisher	s.n.

Cite this

TY - BOOK

T1 - Monte Carlo calculation of exposure profiles and greeks for bermudan and barrier options under the Heston Hull-White Model

AU - Feng, Q

AU - Oosterlee, CW

PY - 2014

Y1 - 2014

UR - http://arxiv.org/abs/1412.3623v1

M3 - Report

BT - Monte Carlo calculation of exposure profiles and greeks for bermudan and barrier options under the Heston Hull-White Model

PB - s.n.

CY - s.l.

ER -