Pricing inflation products with stochastic volatility and stochastic interest rates
Stefan N. Singor; Lech A. Grzelak; David D. B. van Bragt; Cornelis W. Oosterlee
| Year of publication: |
2013
|
|---|---|
| Authors: | Singor, Stefan N. ; Grzelak, Lech A. ; Bragt, David D. B. van ; Oosterlee, Cornelis W. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 286-299
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Inflation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736105