Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extension of stochastic volatility equity models with the Hull–White interest rate process |
scientific article; zbMATH DE number 6049739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extension of stochastic volatility equity models with the Hull–White interest rate process |
scientific article; zbMATH DE number 6049739 |
Statements
Extension of stochastic volatility equity models with the Hull–White interest rate process (English)
0 references
25 June 2012
0 references
finance
0 references
financial applications
0 references
mathematical finance
0 references
financial derivatives
0 references
financial econometrics
0 references
financial engineering
0 references
mathematical models
0 references
financial mathematics
0 references
0 references
0 references
