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About this Computer Science article
Dual-curve Hull–White interest rate model with stochastic volatility by Chiu, Mei Choi; Liang, Wanyang; Wong, Hoi Ying is a Computer Science article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Computer Science.
- Author
- Chiu, Mei Choi; Liang, Wanyang; Wong, Hoi Ying
- Publisher
- Japan Society for Industrial and Applied Mathematics; Springer-Verlag; Springer Japan; Springer Science and Business Media LLC (ISSN 0916-7005)
- Published
- 2017
- Language
- EN
- Field
- Computer Science (Physical Sciences)
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