A hybrid approach for the implementation of the Bates model with stochastic interest rate. (arXiv:1603.07225v1 [q-fin.CP])

Showing live article 771 of 3970 in channel 73957895
Article Details:

Author:
Language: English
Channel Number: 73957895
Article Number: 771
Date: March 23, 2016, 5:39 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/768655/a-hybrid-approach-for-the-implementation-of-the-bates-model-with-stochastic-interest-rate-arxiv160307225v1-qfincp
GUID: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/768655/a-hybrid-approach-for-the-implementation-of-the-bates-model-with-stochastic-interest-rate-arxiv160307225v1-qfincp