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Search: person:"Grzelak, Lech A."
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Grzelak, Lech A
2
Grzelak, Lech A.
2
Oosterlee, Cornelis W
2
Oosterlee, Cornelis W.
2
Chen, Bin
1
Singor, Stefan N.
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van Bragt, David D.B.
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The journal of computational finance
2
Applied mathematical finance
1
Insurance / Mathematics & economics
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OLC EcoSci
ECONIS (ZBW)
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Pricing inflation products with stochastic volatility and stochastic interest rates
Singor, Stefan N.
;
Grzelak, Lech A.
;
van Bragt, David D.B.
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 286-299
Persistent link: https://www.econbiz.de/10010098505
Saved in:
2
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:
3
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:
4
On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
19
(
2012
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009823849
Saved in:
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