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

LA Grzelak, CW Oosterlee

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	1-35
Number of pages	35
Journal	Applied Mathematical Finance
Volume	0
Issue number	0
DOIs	https://doi.org/10.1080/1350486X.2011.570492
Publication status	Published - 2011

Keywords

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AU - Oosterlee, CW

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