Publication

Pricing of stock index options under stochastic volatility and stochastic interest rate with efficient method of moments estimation

Jiang, G. & van der Sluis, P. J., 2000, In : European Finance Review. 3, p. 273 - 310 38 p.

Research output: Contribution to journalArticleAcademicpeer-review

  • G. Jiang
  • P.J. van der Sluis
Original languageDutch
Pages (from-to)273 - 310
Number of pages38
JournalEuropean Finance Review
Volume3
Publication statusPublished - 2000

ID: 682546