@article{Frey1996,
title = {A systematic approach to pricing and hedging international derivatives
with interest rate risk: analysis of international derivatives under
stochastic interest rates},
author = {R{\"U}diger Frey and Daniel Sommer},
journal = {Applied Mathematical Finance},
number = {4},
pages = {295--317},
publisher = {Routledge},
url = {http://www.informaworld.com/10.1080/13504869600000014},
volume = {3},
year = {1996},
issn = {1350-486X},
keywords = {imported }
}