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

2012

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

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Stakeholder	Unspecified
Publisher	Institute of Physics
Journal	Quantitative Finance
Organisation	Scientific Computing
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, K., & 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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