Generic pricing of FS, inflation and stock options under stochastic interest rates and stochastic volatility

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	Proceedings of the 8th Actuarial and Financial Mathematics Conference
Publication status	Published - 2010
Event	8th Actuarial and Financial mathematics Conference - Duration: 1 Jan 2010 → 1 Jan 2010

Conference	8th Actuarial and Financial mathematics Conference
Period	1/01/10 → 1/01/10

Persistent URL (handle)

@inproceedings{74e5d3fa81ac49a0acd8b759684ec987,

title = "Generic pricing of FS, inflation and stock options under stochastic interest rates and stochastic volatility",

author = "\{van Haastrecht\}, A. and A. Pelsser",

year = "2010",

language = "English",

booktitle = "Proceedings of the 8th Actuarial and Financial Mathematics Conference",

note = "8th Actuarial and Financial mathematics Conference ; Conference date: 01-01-2010 Through 01-01-2010",

}

TY - GEN

T1 - Generic pricing of FS, inflation and stock options under stochastic interest rates and stochastic volatility

AU - van Haastrecht, A.

AU - Pelsser, A.

PY - 2010

Y1 - 2010

M3 - Conference contribution

BT - Proceedings of the 8th Actuarial and Financial Mathematics Conference

T2 - 8th Actuarial and Financial mathematics Conference

Y2 - 1 January 2010 through 1 January 2010

ER -