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Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level - MaRDI portal

Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level

From MaRDI portal
Publication:6656032

DOI10.1017/s1446181124000130MaRDI QIDQ6656032

Sha Lin, Xin-Jiang He

Publication date: 31 December 2024

Published in: The ANZIAM Journal (Search for Journal in Brave)






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