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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
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009823849
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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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