"The risk-neutral stochastic volatility in interest rate models with ..."

Lourdes Gómez-Valle, Julia Martínez-Rodríguez (2019)

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DOI: 10.1016/J.CAM.2018.07.048

access: closed

type: Journal Article

metadata version: 2025-01-19

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Lourdes Gómez-Valle, Julia Martínez-Rodríguez:
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes. J. Comput. Appl. Math. 347: 49-61 (2019)

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