Title
A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
conferenceObject
Publication
Utrecht , [*]
Subject
Mathematics
Source (book)
Proceedings of the 58th European Study Group Mathematics with Industry / Bisseling, R.H. [edit.]; et al. [edit.]
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Full text (open access)
https://repository.uantwerpen.be/docman/irua/54c9e3/3962.pdf
Handle