2012
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Publication
Publication
Journal of Computational Finance , Volume 15 - Issue 4 p. 45- 77
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Risk Publications | |
Journal of Computational Finance | |
Organisation | Scientific Computing |
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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