Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360): Difference between revisions
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Revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility |
scientific article |
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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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