Hybrid Equity-Interest Rate Model with Stochastic Interest Rate and Volatility
Year of publication: |
2014
|
---|---|
Authors: | Mrad, Moez |
Other Persons: | Triki, Racem (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zins | Interest rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2434563 [DOI] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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