On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
| Year of publication: |
2012
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|---|---|
| Authors: | Grzelak, Lech A. ; Oosterlee, Cornelis W. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 1 (1.2.), p. 1-36
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