On cross-currency models with stochastic volatility and correlated interest rates

Research output: Contribution to journalArticleScientificpeer-review

24 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1-35
Number of pages35
JournalApplied Mathematical Finance
Volume0
Issue number0
DOIs
Publication statusPublished - 2011

Keywords

  • academic journal papers
  • Peer-lijst tijdschrift

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