The Stochastic Intrinsic Currency Volatility Model: A Consistent Framework for Multiple FX Rates and Their Volatilities
| Year of publication: |
2012
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|---|---|
| Authors: | Doust, Paul |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 5 (1.11.), p. 381-446
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