Extension of stochastic volatility equity models with the Hull¿White interest rate process

Grzelak, Lech A.; Oosterlee, Kees; van Weeren, S.

Extension of stochastic volatility equity models with the Hull¿White interest rate process

Journal article (2012)

Authors

Lech A. Grzelak Numerical Analysis

Kees Oosterlee Numerical Analysis

S. van Weeren External organisation

Research Group

Numerical Analysis

To reference this document use:

http://resolver.tudelft.nl/uuid:ed460e8a-510b-46d4-bdde-dfbea8620c63

More Info

expand_more

Published Date

2012

Language

English

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Research Group

Numerical Analysis

No files available

Metadata only record. There are no files for this journal article.