Additional Metadata
THEME Life Sciences (theme 5), Energy (theme 4)
Publisher Institute of Physics
Stakeholder Unspecified
Journal Quantitative Finance
Citation
Grzelak, L.A, Oosterlee, C.W, & van Weeren, S. (2012). Extension of stochastic volatility models with Hull-White interest rate process. Quantitative Finance, 12(1), 89–105.