Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science
Springer, New York, NY
Chapter title |
Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models
|
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Chapter number | 9 |
Book title |
Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science
|
Published by |
Springer, New York, NY, January 2017
|
DOI | 10.1007/978-1-4939-6969-2_9 |
Book ISBNs |
978-1-4939-6968-5, 978-1-4939-6969-2
|
Authors |
Q. Feng, C. W. Oosterlee |
Country | Count | As % |
---|---|---|
Australia | 1 | 25% |
Unknown | 3 | 75% |
Readers by professional status | Count | As % |
---|---|---|
Student > Ph. D. Student | 2 | 50% |
Student > Master | 2 | 50% |
Readers by discipline | Count | As % |
---|---|---|
Mathematics | 2 | 50% |
Engineering | 1 | 25% |
Unknown | 1 | 25% |