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"The risk-neutral stochastic volatility in interest rate models with ..."

Lourdes Gómez-Valle, Julia Martínez-Rodríguez (2019)

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DOI: 10.1016/J.CAM.2018.07.048

access: closed

type: Journal Article

metadata version: 2020-06-15

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  - journals/jcam/Gomez-ValleM19
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  - https://dblp.org/rec/journals/jcam/Gomez-ValleM19
Lourdes Gómez-Valle, Julia Martínez-Rodríguez:
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes. J. Comput. Appl. Math. 347: 49-61 (2019)

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