Cozma, A., Mariapragassam, M., & Reisinger, C. (2017). Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method.
Chicago Style (17th ed.) CitationCozma, Andrei, Matthieu Mariapragassam, and Christoph Reisinger. Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method. 2017.
MLA (9th ed.) CitationCozma, Andrei, et al. Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method. 2017.
Warning: These citations may not always be 100% accurate.