On the Heston Model with Stochastic Interest Rates

Published 2011 View Full Article

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Title
On the Heston Model with Stochastic Interest Rates
Authors
Keywords
-
Journal
SIAM Journal on Financial Mathematics
Volume 2, Issue 1, Pages 255-286
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2011-03-16
DOI
10.1137/090756119

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