An extension of Heston's SV model to stochastic interest rates

  1. de Frutos, J.
  2. Gatón, V.
Revue:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Année de publication: 2019

Volumen: 354

Pages: 174-182

Type: Article

DOI: 10.1016/J.CAM.2018.09.010 GOOGLE SCHOLAR