Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
REHEZ AHLIPa & MAREK RUTKOWSKIb*
Accepted: 10 Jan 2013Published online: 16 May 2013Quantitative Finance On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
Lech A. Grzelakab* & Cornelis W. Oosterleeac
Accepted: 6 Feb 2011Published online: 26 May 2011