Before revision:  Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model  and the stochastic interest rate  driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure  among the state variables.
After revision:  Our modeling framework consists of the equity which follows the dynamics of the Heston stochastic volatility model and the stochastic interest rate driven by the Cox-Ingersoll-Ross (CIR) process with full correlation structure imposed among the state variables.