Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077): Difference between revisions

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-Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
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@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680903170809
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@@ Property / OpenAlex ID @@
+W3125739561
@@ Property / OpenAlex ID: W3125739561 / rank @@
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@@ Property / cites work @@
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