1

The Heston–Hull–White Model Part I: Finance and Analytics

Year:
2012
Language:
english
File:
PDF, 6.03 MB
english, 2012
2

The Heston–Hull–White Model Part II: Numerics and Examples

Year:
2012
Language:
english
File:
PDF, 3.14 MB
english, 2012
3

The Heston-Hull-White Model Part III: Design and Implementation

Year:
2012
Language:
english
File:
PDF, 551 KB
english, 2012
5

An Implementation of the Hybrid-Heston-Hull-White Model

Year:
2009
Language:
english
File:
PDF, 823 KB
english, 2009
7

Recursive Marginal Quantization of Higher-Order Schemes

Year:
2017
Language:
english
File:
PDF, 1.77 MB
english, 2017