Department of Applied Mathematical Analysis Delft / DELFT UNIVERSITY OF TECHNOLOGY REPORT / Department of Applied Mathematical Analysis / DELFT UNIVERSITY OF TECHNOLOGY / /
Person
Hpt / Natalia Borovykh / VAN W EEREN ISSN / Heston-Stochastic Volatility Interest Rate / Stefan Singor / Xt / /
Position
hybrid model / Rt / Fisher / equity model / part Rt / Corresponding author / process rt / given state vector Rt / /
Product
Cowon D2+ Portable Audio Device / /
Technology
ATM / simulation / Fourier-based algorithms / pdf / /
DELFT UNIVERSITY OF TECHNOLOGY REPORTE FFICIENT O PTION P RICING WITH M ULTI -FACTOR E QUITY-I NTEREST R ATE H YBRID M ODELS L ECH A. G RZELAK , C ORNELIS W. O OSTERLEE