Original language | Undefined/Unknown |
---|---|
Journal | Quantitative Finance |
DOIs | |
Publication status | Published - 2012 |
Externally published | Yes |
Extension of stochastic volatility equity models with the Hull-White interest rate process
L.A. Grzelak, C.W. Oosterlee, S. van Weeren
Research output: Contribution to journal › Article › Academic › peer-review