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

2011

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Taylor & Francis
Journal	Applied Mathematical Finance
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Grzelak, L. A., & Oosterlee, K. (2011). On cross-currency models with stochastic volatility and correlated interest rates. Applied Mathematical Finance, iFirst, 1–35.

Publication