Date: 2011-05-11 08:16:59Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics | | DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. OosterleeAdd to Reading ListSource URL: www.ewi.tudelft.nlDownload Document from Source Website File Size: 472,89 KBShare Document on Facebook
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