Grzelak, Lech and Oosterlee, Kees (2010): An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile.
Grzelak, Lech and Oosterlee, Kees (2010): On cross-currency models with stochastic volatility and correlated interest rates.
Grzelak, Lech and Oosterlee, Kees (2009): On The Heston Model with Stochastic Interest Rates.
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