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  Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods
 
 
Title: Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods
Author: Hok, Julien
Tan, Shih-Hau
Appeared in: Decisions in economics and finance
Paging: Volume 42 (2019) nr. 2 pages 609-637
Year: 2019
Contents:
Publisher: Springer International Publishing, Cham
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 5 of 17 found articles
 
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