Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803)
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| Language | Label | Description | Also known as |
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| English | Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM |
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Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (English)
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2 October 2020
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option pricing
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stochastic interest rate
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Heston-Hull-White model
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discontinuity
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PDE
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