Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077): Difference between revisions
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Revision as of 18:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of stochastic volatility equity models with the Hull–White interest rate process |
scientific article |
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Extension of stochastic volatility equity models with the Hull–White interest rate process (English)
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25 June 2012
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finance
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financial applications
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mathematical finance
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financial derivatives
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financial econometrics
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financial engineering
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mathematical models
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financial mathematics
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