Extension of stochastic volatility models with hull-white interest rate process
Report
(2008)
Author(s)
Lech A. Grzelak (TU Delft - Numerical Analysis)
Cornelis W. Oosterlee (TU Delft - Numerical Analysis)
S. van Weeren (External organisation)
Research Group
Numerical Analysis
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Publication Year
2008
Research Group
Numerical Analysis
Volume number
Reports of the Department of Applied Mathematical Analysis
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