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"On the Heston Model with Stochastic Interest Rates."

Lech A. Grzelak, Cornelis W. Oosterlee (2011)

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DOI: 10.1137/090756119

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lech A. Grzelak, Cornelis W. Oosterlee:
On the Heston Model with Stochastic Interest Rates. SIAM J. Financial Math. 2(1): 255-286 (2011)

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