Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets. - Andrei Cozma; Matthieu Mariapragassam; Christoph Reisinger (SIAM J. Financial Math., 2018)

Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method. - Andrei Cozma; Matthieu Mariapragassam; Christoph Reisinger (SIAM J. Financial Math., 2019)