Pricing for options in a Hull-White-Vasicek volatility and interest rate model

Autor:	Louis Aime Fono, Eric Djeutcha
Rok vydání:	2021
Předmět:	Vasicek model Short-rate model Applied Mathematics Economics Econometrics Volatility (finance) Hull–White model
Zdroj:	Applied Mathematical Sciences. 15:377-384
ISSN:	1314-7552 1312-885X
DOI:	10.12988/ams.2021.914516
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::4ca10cf42469128bd82ebd994aaa0ce6 https://doi.org/10.12988/ams.2021.914516 Zobrazit plný text záznamu