Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility
| Authors |
|
| Publication date |
2009
|
| Host editors |
-
M. Vanmaele
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G. Deelstra
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A. De Schepper
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J. Dhaene
|
| Book title |
Proceedings of the 8th Actuarial and Financial Mathematics Conference
|
| Event |
the 8th Actuarial and Financial Mathematics Conference
|
| Pages (from-to) |
71-84
|
| Publisher |
Contactforum
|
| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
|
| Document type |
Conference contribution
|
|
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