Extension of stochastic volatility equity models with the Hull¿White interest rate process
Journal Article
(2012)
Authors
Lech A. Grzelak (TU Delft - Numerical Analysis)
C.W. Oosterlee (TU Delft - Numerical Analysis)
S. van Weeren (External organisation)
Research Group
Numerical Analysis
To reference this document use:
https://doi.org/10.1080/14697680903170809
TU Delft Repository resolver:
https://resolver.tudelft.nl/ed460e8a-510b-46d4-bdde-dfbea8620c63
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Publication Year
2012
Language
English
Research Group
Numerical Analysis
Issue number
1
Volume number
12
Pages (from-to)
1-135
DOI:
https://doi.org/10.1080/14697680903170809
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