Efficient option pricing with multi-factor equity-interest rate hybrid models
Report
(2009)
Authors
Lech A. Grzelak (TU Delft - Numerical Analysis)
Cornelis W. Oosterlee (TU Delft - Numerical Analysis)
S. van Weeren (External organisation)
Research Group
Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/09a31891-5198-42de-9314-04fa52a531fa
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Publication Year
2009
Research Group
Numerical Analysis
Volume number
Reports of the Department of Applied Mathematics
ISBN (print)
1389-6520
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