Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803): Difference between revisions

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Latest revision as of 13:55, 17 August 2024

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Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM
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    Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (English)
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    2 October 2020
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    option pricing
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    stochastic interest rate
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    Heston-Hull-White model
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    discontinuity
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    PDE
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