An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates.

Alessandro Gnoatto Martino Grasselli

Published in: SIAM J. Financial Math. (2014)

Keyphrases

stochastic model
probabilistic model
statistical model
high level
mathematical model
computational model
probability distribution
image registration
theoretical analysis
parameter estimation
monte carlo
stochastic models