Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

G.J. Jiang and Pieter van der Sluis

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2000
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Related works:
Working Paper: Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (2000)
Journal Article: Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (1999)
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