2013
Pricing inflation products with stochastic volatility and stochastic interest rates
Publication
Publication
Insurance: Mathematics and Economics , Volume 52 p. 286- 299
| Additional Metadata | |
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| Unspecified | |
| North-Holland | |
| Insurance: Mathematics and Economics | |
| Organisation | Scientific Computing |
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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. |
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