OpenAlex
Extension of stochastic volatility equity models with the Hull–White interest rate process
Work
Year: 2009
Type: article
Source: Quantitative Finance
Authors Lech A. Grzelak, Cornelis W. Oosterlee, Sacha van Weeren
Institutions Delft University of Technology, Centrum Wiskunde & Informatica
Cites: 46
Cited by: 78
Related to: 10
FWCI: 2.377
Citation percentile (by year/subfield): 99.99
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed