Pricing inflation products with stochastic volatility and stochastic interest rates
| Year of publication: |
2013
|
|---|---|
| Authors: | Singor, Stefan N. ; Grzelak, Lech A. ; van Bragt, David D.B. ; Oosterlee, Cornelis W. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 52.2013, 2, p. 286-299
|