Extension of stochastic volatility models with Hull-White interest rate process

2012-01-01

Quantitative Finance , Volume 12 - Issue 1 p. 89- 105

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

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