Pricing inflation products with stochastic volatility and stochastic interest rates
نویسندگان
چکیده
منابع مشابه
Generic pricing of FX, Inflation and Stock Options under Stochastic Interest Rates and Stochastic Volatility
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2013
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2013.01.003