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Bounds for present value functions with stochastic interest rates and stochastic volatility. - MaRDI portal

Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966)

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scientific article; zbMATH DE number 1934811
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English
Bounds for present value functions with stochastic interest rates and stochastic volatility.
scientific article; zbMATH DE number 1934811

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    Bounds for present value functions with stochastic interest rates and stochastic volatility. (English)
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    25 June 2003
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    Present value functions
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    Stochastic interest rates
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    Stochastic volatility
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