2013
Pricing inflation products with stochastic volatility and stochastic interest rates
Publication
Publication
Insurance: Mathematics and Economics , Volume 52 p. 286- 299
Additional Metadata | |
---|---|
Unspecified | |
North-Holland | |
Insurance: Mathematics and Economics | |
Organisation | Scientific Computing |
Singor, S., Grzelak, L. A., van Bragt, D. D. B., & Oosterlee, K. (2013). Pricing inflation products with stochastic volatility and stochastic interest rates. Insurance: Mathematics and Economics, 52, 286–299. |