Pricing inflation products with stochastic volatility and stochastic interest rates (Q2442529): Difference between revisions
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Revision as of 19:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing inflation products with stochastic volatility and stochastic interest rates |
scientific article |
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Pricing inflation products with stochastic volatility and stochastic interest rates (English)
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3 April 2014
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Heston Hull-White model
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inflation
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affine diffusion processes
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Monte Carlo simulation
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indexation provision
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pension fund
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