"Pricing the financial Heston-Hull-White model with arbitrary correlation ..."

Fazlollah Soleymani, Behzad Nemati Saray (2019)

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DOI: 10.1016/J.CAMWA.2018.10.047

access: closed

type: Journal Article

metadata version: 2025-01-19

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Fazlollah Soleymani, Behzad Nemati Saray:
Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM. Comput. Math. Appl. 77(4): 1107-1123 (2019)

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