On the Heston Model with Stochastic Interest Rates (Q2996525): Difference between revisions
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Latest revision as of 19:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Heston Model with Stochastic Interest Rates |
scientific article |
Statements
On the Heston Model with Stochastic Interest Rates (English)
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2 May 2011
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interest rate hybrid models
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stochastic volatility
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Heston-Hull-White process
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Heston-Cox-Ingersoll-Ross process
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affine diffusion process
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