An equity-interest rate hybrid model with stochastic volatility and the interest rate smile

2012-01-01

Journal of Computational Finance , Volume 15 - Issue 4 p. 45- 77

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Risk Publications
Journal	Journal of Computational Finance
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Grzelak, L.A, & Oosterlee, C.W. (2012). An equity-interest rate hybrid model with stochastic volatility and the interest rate smile. Journal of Computational Finance, 15(4), 45–77.

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