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

Grzelak, L.A.; Oosterlee, Cornelis W.

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

Journal article (2011)

Authors

L.A. Grzelak Numerical Analysis

Cornelis W. Oosterlee Numerical Analysis

Research Group

Numerical Analysis

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Published Date

2011

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Research Group

Numerical Analysis

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