2013
Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation
Publication
Publication
Applied Numerical Mathematics Issue 72 p. 143- 159
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Other (theme 6) | |
north-holland | |
Applied Numerical Mathematics | |
Organisation | Scientific Computing |
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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