6 records found
1
Extension of stochastic volatility equity models with the Hull¿White interest rate process
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives
Analytic approximation to constant maturity swap convexity correction in a multi-factor SABR model
Efficient option pricing with multi-factor equity-interest rate hybrid models
Incorporating an interest rate smile in a equity local volatility model
Extension of stochastic volatility models with hull-white interest rate process