American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations |
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American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (English)
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20 July 2018
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optimal stopping
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American options
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regime switching
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Lévy processes
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stochastic volatility models
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Heston model
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stochastic interest rate
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CIR process
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