Extension of stochastic volatility equity models with the Hull–White interest rate process
type: Item
instance of: scholarly article
title: Extension of stochastic volatility equity models with the Hull–White interest rate process
zbMATH Open document ID: 1241.91124
DOI: 10.1080/14697680903170809
author: Lech A. Grzelak
author: S. van Weeren
author: Cornelis W. Oosterlee
published in: Quantitative Finance
publication date: 2012-06-25T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6049739
zbMATH Keywords: finance
zbMATH Keywords: financial applications
zbMATH Keywords: mathematical finance
zbMATH Keywords: financial derivatives
zbMATH Keywords: financial econometrics
zbMATH Keywords: financial engineering
zbMATH Keywords: mathematical models
zbMATH Keywords: financial mathematics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/14697680903170809
OpenAlex ID: W3125739561
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description: scientific article; zbMATH DE number 6049739