An equity¿interest rate hybrid model with stochastic volatility and the interest rate smile

Journal Article (2012)

Authors

Lech A. Grzelak (TU Delft - Numerical Analysis)

C.W. Oosterlee (TU Delft - Numerical Analysis)

Research Group

Numerical Analysis

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Publication Year

2012

Language

English

Research Group

Numerical Analysis

Issue number

Volume number

Pages (from-to)

1-33

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