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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of fixed income"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Grzelak, Lech A."
~subject:"Yield curve"
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Grzelak, Lech A.
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Applied mathematical finance
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On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, Lech A.
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009561244
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