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An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates.
Alessandro Gnoatto
Martino Grasselli
Published in:
SIAM J. Financial Math. (2014)
Keyphrases
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stochastic model
probabilistic model
statistical model
high level
mathematical model
computational model
probability distribution
image registration
theoretical analysis
parameter estimation
monte carlo
stochastic models