Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM

Fazlollah Soleymani, Behzad Nemati Saray. Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM. Computers & Mathematics with Applications, 77(4):1107-1123, 2019. [doi]

Abstract

Abstract is missing.