Efficient option pricing with multi-factor equity-interest rate hybrid models

Report (2009)
Faculty
Electrical Engineering, Mathematics and Computer Science (EEMCS) (TU Delft)
Copyright: © 2009 Grzelak, L.A., Oosterlee, C.W., Van Weeren, S.
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Published Date

01-07-2009

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Source:

Reports of the Department of Applied Mathematical Analysis, 09-07

Faculty

Electrical Engineering, Mathematics and Computer Science

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09-07.pdf
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