Back to Results
First PageMeta Content
Mathematical sciences / Hull–White model / Heath–Jarrow–Morton framework / Normal distribution / LIBOR market model / Short-rate model / Forward measure / Heston model / Stochastic volatility / Mathematical finance / Statistics / Financial economics


DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee
Add to Reading List

Document Date: 2011-05-11 08:16:59

Open Document

File Size: 472,89 KB

Share Result on Facebook

City

Amsterdam / Fourier / Delft / /

Country

Netherlands / /

/

Facility

DELFT UNIVERSITY OF TECHNOLOGY REPORT / Delft University of Technology / Delft Institute of Applied Mathematics / /

IndustryTerm

basic products / numerical solution / /

Organization

DELFT UNIVERSITY OF TECHNOLOGY / Delft Institute of Applied Mathematics / DELFT UNIVERSITY OF TECHNOLOGY REPORT / Department of Applied Mathematical Analysis Delft / Department of Applied Mathematical Analysis / /

Position

forward foreign exchange / Forward / /

SocialTag