Dual-curve Hull–White interest rate model with stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s13160-017-0260-1
Published Online: 2017-07-12
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chiu, Mei Choi
Liang, Wanyang
Wong, Hoi Ying http://orcid.org/0000-0001-9743-1832
Funding for this research was provided by:
Research Grants Council, University Grants Committee (ECS809913)
License valid from 2017-07-12