Open AccessEfficient Implementation of the Heston-Hull & White Model
Author(s) -
Sheldon Maze
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2378955
Subject(s) - hull , heston model , white (mutation) , computer science , mathematics , econometrics , chemistry , materials science , stochastic volatility , composite material , volatility (finance) , biochemistry , sabr volatility model , gene
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