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~isPartOf:"Applied mathematical finance"
~subject:"Korrelation"
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On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009561244
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2
Level-slope-curvature : fact or artefact?
Lord, Roger
;
Pelsser, Antoon André Jean
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 105-130
Persistent link: https://www.econbiz.de/10003542978
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