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

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@article{657fa48fe48e48dbbb19e498630e9625,

title = "Extension of stochastic volatility equity models with the Hull-White interest rate process",

author = "L.A. Grzelak and C.W. Oosterlee and \{van Weeren\}, S.",

year = "2012",

doi = "10.1080/14697680903170809",

language = "Undefined/Unknown",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis",

}

TY - JOUR

T1 - Extension of stochastic volatility equity models with the Hull-White interest rate process

AU - Grzelak, L.A.

AU - Oosterlee, C.W.

AU - van Weeren, S.

PY - 2012

Y1 - 2012

UR - https://www.scopus.com/pages/publications/84857184377

U2 - 10.1080/14697680903170809

DO - 10.1080/14697680903170809

M3 - Article

SN - 1469-7688

JO - Quantitative Finance

JF - Quantitative Finance

ER -