Characteristic function of the Heston-Hull-White model

Bas Janssens, Fang Fang

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademic

Original languageEnglish
Title of host publicationProceedings of the Fifty-Eighth European Study Group Mathematics with Industry
Publication statusPublished - 2007

Keywords

  • Financial mathematics
  • Stochastic Processes

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