Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation

2013-01-01

Applied Numerical Mathematics Issue 72 p. 143- 159

Additional Metadata
THEME	Other (theme 6)
Publisher	north-holland
Journal	Applied Numerical Mathematics
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	Guo, S, Grzelak, L.A, & Oosterlee, C.W. (2013). Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation. Applied Numerical Mathematics, (72), 143–159.

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