Print Email Facebook Twitter On the Heston Model with stochastic interest rates Title On the Heston Model with stochastic interest rates Author Grzelak, L.A. Oosterlee, C.W. Faculty Electrical Engineering, Mathematics and Computer Science Date 2009-01-01 To reference this document use: http://resolver.tudelft.nl/uuid:a3246865-fa49-4f41-8368-6e5076d466bf Publisher Delft University of Technology, Faculty of Electrical and Engineering, Mathematics and Computer Science, Delft Institute of Applied Mathematics ISSN 1389-6520 Source Reports of the Department of Applied Mathematical Analysis, 09-05 Part of collection Institutional Repository Document type report Rights (c) 2009 Grzelak, L.A., Oosterlee, C.W. Files PDF 09-05.pdf 496.35 KB Close viewer /islandora/object/uuid:a3246865-fa49-4f41-8368-6e5076d466bf/datastream/OBJ/view