Holger Kammeyer

UC Berkeley, Department of Mathematics

graduate student

310 Barrows Hall

Berkeley, CA 94720

United States

http://math.berkeley.edu/~kammeyer/

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 41,034

SSRN RANKINGS

Top 41,034

in Total Papers Downloads

1,289

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

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

Number of pages: 34 Posted: 08 May 2009
Joerg Kienitz and Holger Kammeyer
University of Wuppertal - Applied Mathematics and UC Berkeley, Department of Mathematics
Downloads 1,289 (17,809)
Citation 2

Abstract:

Loading...

Heston Model, Hull-White Model, Hybrid Model, C , UML