Original language | Undefined/Unknown |
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Journal | Journal of Computational Finance |
DOIs | |
Publication status | Published - 2012 |
Externally published | Yes |
Calibration and Monte Carlo pricing of the SABR-Hull-White model for long-maturity equity derivatives
B. Chen, L.A. Grzelak, C.W. Oosterlee
Research output: Contribution to journal › Article › Academic › peer-review