2012
Extension of stochastic volatility models with Hull-White interest rate process
Publication
Publication
Quantitative Finance , Volume 12 - Issue 1 p. 89- 105
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Institute of Physics | |
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Quantitative Finance | |
Organisation | Scientific Computing |
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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