Pricing inflation products with stochastic volatility and stochastic interest rates

SN Singor, LA Grzelak, DDB van Bragt, CW Oosterlee

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)
Original languageEnglish
Pages (from-to)286-299
Number of pages14
JournalInsurance: Mathematics and Economics
Volume52
Publication statusPublished - 2013

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