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

Journal Article (2012)
Author(s)

LA Grzelak (TU Delft - Numerical Analysis)

CW Oosterlee (TU Delft - Numerical Analysis)

Research Group
Numerical Analysis
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Publication Year
2012
Language
English
Research Group
Numerical Analysis
Issue number
4
Volume number
15
Pages (from-to)
1-33

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