Publication
Title
A semi closed-form analytic pricing formula for call options in a hybrid Heston-Hull-White model
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
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Record
Identification
Creation 10.02.2009
Last edited 12.09.2013
To cite this reference