Option pricing with dynamically correlated stochastic interest rate (Q2945109)
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scientific article; zbMATH DE number 6479820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with dynamically correlated stochastic interest rate |
scientific article; zbMATH DE number 6479820 |
Statements
9 September 2015
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option pricing
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stochastic interest rate
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dynamic correlation
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0.7822968363761902
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0.7718017101287842
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0.7665659189224243
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0.766273558139801
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