2012-01-01
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
| Additional Metadata | |
|---|---|
| THEME | Life Sciences (theme 5), Energy (theme 4) |
| Publisher | Risk Publications |
| Journal | Journal of Computational Finance |
| Citation |
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.
|