Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates

Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates

AHLIP, REHEZ, (2013)

FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES

AHLIP, REHEZ, (2009)

Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model

Ahlip, Rehez, (2015)