Pricing inflation products with stochastic volatility and stochastic interest rates
Journal Article
(2013)
Author(s)
S.N. Singor (TU Delft - Numerical Analysis)
L.A. Grzelak (TU Delft - Numerical Analysis)
DDB van Bragt (External organisation)
C.W. Oosterlee (TU Delft - Numerical Analysis)
Research Group
Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:7477e301-f995-448f-aa6e-88b03365339d
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Publication Year
2013
Language
English
Research Group
Numerical Analysis
Volume number
52
Pages (from-to)
286-299
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