@inproceedings{dang_christara_jackson_lakhany_2010_prdc_adi_fft,
    author  = {D. M. Dang and C. C. Christara and K. Jackson and A. Lakhany},
    title   = {A {PDE} pricing framework for cross-currency interest rate derivatives},
    booktitle = {Proceedings of the Tenth International Conference In Computational Science (ICCS)},
    publisher = {Procedia Computer Sciences, Elsevier},
    pages     = {1--10},
    note      = {Available at http://ssrn.com/abstract=1502302},
    year    = {2010},
}