The following pages link to Alexander van Haastrecht (Q659165):
Displayed 4 items.
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL (Q3560077) (← links)