The Stochastic Intrinsic Currency Volatility Model: A Consistent Framework for Multiple FX Rates and Their Volatilities

Paul Dousta*

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The Stochastic Intrinsic Currency Volatility Model: A Consistent Framework for Multiple FX Rates and Their Volatilities

机译：随机内在货币波动率模型：多种外汇汇率及其波动率的一致框架

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《Applied Mathematical Finance》 |2012年第5期|p.381-445|共65页
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Paul Dousta*;
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机译：随机内在货币波动率模型：多种外汇汇率及其波动率的一致框架
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5. Option Pricing in Random Field Models with Stochastic Volatility for the Term Structure of Interest Rates [D] . Xu, Baowei. 2011

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7. A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes [O] . Raj Jagannathan 2018

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The Stochastic Intrinsic Currency Volatility Model: A Consistent Framework for Multiple FX Rates and Their Volatilities

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