A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model

Publication

Title

Author

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)

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

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