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

Journal Article (2011)

Author(s)

LA Grzelak (TU Delft - Numerical Analysis)

CW Oosterlee (TU Delft - Numerical Analysis)

Research Group

Numerical Analysis

DOI related publication

https://doi.org/10.1080/1350486X.2011.570492

Peer-lijst tijdschrift Academic journal papers

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Publication Year

2011

Research Group

Numerical Analysis

Issue number

0

Volume number

0

Pages (from-to)

1-35

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