An equity — Interest rate hybrid model with stochastic volatility and the interest rate smile
| Year of publication: |
2012
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|---|---|
| Authors: | Grzelak, Lech A ; Oosterlee, Cornelis W |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2012, 4, p. 45-79
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