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"On the Heston Model with Stochastic Interest Rates."
Lech A. Grzelak, Cornelis W. Oosterlee (2011)
- Lech A. Grzelak
, Cornelis W. Oosterlee
:
On the Heston Model with Stochastic Interest Rates. SIAM J. Financial Math. 2(1): 255-286 (2011)

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