Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077)

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Extension of stochastic volatility equity models with the Hull–White interest rate process
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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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