Dual-curve Hull–White interest rate model with stochastic volatility

Mei Choi CHIU, Wanyang LIANG, Hoi Ying WONG

Research output: Contribution to journal › Articles › peer-review

Fingerprint

Dive into the research topics of 'Dual-curve Hull–White interest rate model with stochastic volatility'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science