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Bond markets with stochastic volatility - MaRDI portal

Bond markets with stochastic volatility (Q3572018)

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Bond markets with stochastic volatility
scientific article

    Statements

    title
    Bond markets with stochastic volatility (English)
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    author
    Rafael Desantiago
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    Jean-Pierre Fouque
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    Knut Sølna
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    publication date
    30 June 2010
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G20
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    91G40
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    62P05
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    zbMATH DE Number
    5728745
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    OpenAlex ID
    W2497583680
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