"An Affine Multicurrency Model with Stochastic Volatility and Stochastic ..."

Alessandro Gnoatto, Martino Grasselli (2014)

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DOI: 10.1137/130922902

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type: Journal Article

metadata version: 2017-06-14

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Alessandro Gnoatto, Martino Grasselli:
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates. SIAM J. Financial Math. 5(1): 493-531 (2014)

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