An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates (Q2940769)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates |
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Statements
An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates (English)
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20 January 2015
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FX options
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long-dated FX
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Wishart process
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