Publication
Title
A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model
Author
in 't Hout, Karel
Bierkens, Joris
van der Ploeg, Antoine P.C.
in 't Panhuis, Jos
Language
English
Source (book)
Proceedings of the 58th European Study Group Mathematics with Industry / Bisseling, R.H. [edit.]; et al. [edit.]
Publication
Utrecht
:
2007
Full text (open access)
https://repository.uantwerpen.be/docman/irua/54c9e3/3962.pdf
UAntwerpen
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Research group
Applied mathematics
Publication type
P3 Proceeding
Subject
Mathematics
Affiliation
Publications with a UAntwerp address
External links
Record
Identifier
Creation
10.02.2009
Last edited
17.06.2024
To cite this reference
https://hdl.handle.net/10067/728780151162165141