A complete Markovian stochastic volatility model in the HJM framework

DOI10.1023/A:1010017213565zbMath1153.91474MaRDI QIDQ1000522

Carl Chiarella, Oh Kang Kwon

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

DB lookup for MSC labels failed