scholarly journals Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility

2020 ◽  
Author(s):  
Orcan Ogetbil
Keyword(s):  
Interest Rates ◽  
Stochastic Interest Rates ◽  
Local Volatility ◽  
Stochastic Interest ◽  
Stochastic Local Volatility

A Hybrid Model for Equity Indices and Stochastic Interest Rates

2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen
Keyword(s):  
Interest Rates ◽  
Hybrid Model ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Equity Indices
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