TY  - JOUR 
AU  - Gómez del Valle, María Lourdes
AU  - López Marcos, Miguel Ángel
AU  - Martínez Rodríguez, Julia
PY  - 2019
UR  - http://uvadoc.uva.es/handle/10324/37791
AB  - In this paper, we consider a two-factor interest rate model with stochastic volatil-ity, and we assume that the instantaneous interest rate follows a jump-diffusionprocess. In this kind of problems, a two-dimensional partial...
LA  - eng
PB  - Wiley
TI  - Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices
DO  - https://doi.org/10.1002/mma.5815
ER  -