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~person:"Grzelak, Lech A"
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Grzelak, Lech A
Grzelak, Lech A.
36
Oosterlee, Cornelis W.
25
Oosterlee, Cornelis Willebrordus
8
van der Stoep, Anthonie
4
Chen, Bin
3
Singor, Stefan N.
3
Stoep, Anthonie W. van der
3
van Weeren, Sacha
3
Deelstra, Griselda
2
Leitao Rodriguez, Alvaro
2
Liu, Shuaiqiang
2
Oosterlee, Cornelis W
2
Wolf, Felix Lukas
2
Borovykh, Natalia
1
Bragt, David D. B. van
1
Bragt, David D.B. van
1
Casamassima, Emanuele
1
GRZELAK, LECH A.
1
Mulder, Frank A.
1
OOSTERLEE, CORNELIS W.
1
STOEP, ANTHONIE W. VAN DER
1
Suárez-Taboada, M.
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Weeren, Sacha Van
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Witteveen, J. A. S.
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Zwaard, Thomas van der
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van Bragt, David D.B.
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The journal of computational finance
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OLC EcoSci
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An equity — Interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A
;
Oosterlee, Cornelis W
- In:
The journal of computational finance
15
(
2012
)
4
,
pp. 45-79
Persistent link: https://www.econbiz.de/10009993875
Saved in:
2
Calibration and Monte Carlo pricing of the SABR-Hull-White model for long-maturity equity derivatives
Chen, Bin
;
Grzelak, Lech A
;
Oosterlee, Cornelis W
- In:
The journal of computational finance
15
(
2012
)
4
,
pp. 79-115
Persistent link: https://www.econbiz.de/10009993876
Saved in:
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