On the Heston Model with Stochastic Interest Rates (Q2996525): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: pchip / rank | |||
Normal rank | |||
Revision as of 17:56, 29 February 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)
0 references
2 May 2011
0 references
interest rate hybrid models
0 references
stochastic volatility
0 references
Heston-Hull-White process
0 references
Heston-Cox-Ingersoll-Ross process
0 references
affine diffusion process
0 references
