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

Authors
  • G.J. Jiang
  • P.J. van der Sluis
Publication date 1998
Journal Discussion paper - Tinbergen Institute
Volume | Issue number TI98-067/4
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
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