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Pricing inflation products with stochastic volatility and stochastic interest rates

✍ Scribed by Singor, Stefan N.; Grzelak, Lech A.; van Bragt, David D.B.; Oosterlee, Cornelis W.

Book ID: 120085681
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 903 KB
Volume: 52
Category: Article
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2013.01.003

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