@article{f439ee6c97d445a18ce271763eb21188,
title = "The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives",
keywords = "academic journal papers, CWTS JFIS < 0.75",
author = "LA Grzelak and CW Oosterlee and {van Weeren}, S.",
year = "2011",
doi = "http://www.tandfonline.com/doi/abs/10.1080/14697688.2011.615216",
language = "English",
volume = "11",
pages = "1647--1663",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge - Taylor & Francis Group",
}