scientific article; zbMATH DE number 5054085

zbMATH Open1177.91134MaRDI QIDQ5488265FDOQ5488265

Authors: Rehez Ahlip, Rik King 

Publication date: 14 September 2006

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited In (1)

• Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates

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