Dual-curve Hull-White interest rate model with stochastic volatility (Q1684766)
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scientific article; zbMATH DE number 6817583
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dual-curve Hull-White interest rate model with stochastic volatility |
scientific article; zbMATH DE number 6817583 |
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Dual-curve Hull-White interest rate model with stochastic volatility (English)
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12 December 2017
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interest rate derivatives
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multi-curve models
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stochastic volatility
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credit crunch
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