Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360): Difference between revisions

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Latest revision as of 03:59, 4 July 2024

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Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
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    Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (English)
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    7 June 2011
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    foreign exchange
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    inflation
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    equity
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    stochastic volatility
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    stochastic interest rates
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    hybrids
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