Extension of stochastic volatility equity models with the Hull¿White interest rate process

The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives

Analytic approximation to constant maturity swap convexity correction in a multi-factor SABR model

Efficient option pricing with multi-factor equity-interest rate hybrid models

Extension of stochastic volatility models with hull-white interest rate process

Incorporating an interest rate smile in a equity local volatility model