Index option pricing models with stochastic volatility and stochastic interest rates

P.J. van der Sluis, G.J. Jiang

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{4ccaa9a9233c4b1488966dd0c5fd4266,

title = "Index option pricing models with stochastic volatility and stochastic interest rates",

author = "{van der Sluis}, P.J. and G.J. Jiang",

note = "DP 0036 Pagination: 37",

year = "2000",

language = "English",

volume = "3",

pages = "273--310",

journal = "European Finance Review",

issn = "1382-6662",

publisher = "Kluwer Academic Publishers",

}