Frachot, Antoine Factor models of domestic and foreign interest rates with stochastic volatilities. (English) Zbl 0866.90014 Math. Finance 5, No. 2, 167-185 (1995). MSC: 91B28 PDFBibTeX XMLCite \textit{A. Frachot}, Math. Finance 5, No. 2, 167--185 (1995; Zbl 0866.90014) Full Text: DOI
Taylor, Stephen J. Modeling stochastic volatility: A review and comparative study. (English) Zbl 0884.90054 Math. Finance 4, No. 2, 183-204 (1994). MSC: 91B28 91B84 91B62 PDFBibTeX XMLCite \textit{S. J. Taylor}, Math. Finance 4, No. 2, 183--204 (1994; Zbl 0884.90054) Full Text: DOI