scientific article; zbMATH DE number 5054085

MaRDI QIDQ5488265zbMATH OpenFDO

Authors Rehez Ahlip, Rik King

Publication date 14 September 2006

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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