The Heston-Hull-White Model I, II, III: Finance and Analytics - Numerics and Examples - Design and Implementation

  • Autor:

    Holger Kammeyer, Jörg Kienitz 

  • Quelle:

    Wilmott Magazine, Issues 57, 58, 59, (Jan 2012, March 2012, May 2012), 46-53, 34-45, 44-49