Pricing inflation products with stochastic volatility and stochastic interest rates

Singor, S.N.; Grzelak, L.A.; van Bragt, DDB; Oosterlee, C. W.

Pricing inflation products with stochastic volatility and stochastic interest rates

Journal article (2013)

Authors

S.N. Singor Numerical Analysis

L.A. Grzelak Numerical Analysis

DDB van Bragt External organisation

C. W. Oosterlee Numerical Analysis

Research Group

Numerical Analysis

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Published Date

2013

Language

English

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Research Group

Numerical Analysis

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