Extension of stochastic volatility equity models with the Hull-White interest rate process (Q2893077)
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scientific article; zbMATH DE number 6049739
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| English | Extension of stochastic volatility equity models with the Hull-White interest rate process |
scientific article; zbMATH DE number 6049739 |
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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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0.8224878311157227
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0.8202122449874878
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0.811537504196167
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0.79695063829422
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0.7879289388656616
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