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About this Economics, Econometrics and Finance article
Extension of Stochastic Volatility Equity Models with Hull-White Interest Rate Process by Grzelak, Lech A.; Oosterlee, Cornelis W.; van Weeren, Sacha is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Grzelak, Lech A.; Oosterlee, Cornelis W.; van Weeren, Sacha
- Publisher
- Social Science Electronic Publishing; Publons; Research Square; Elsevier BV (ISSN 1556-5068)
- Published
- 2009
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)
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