Index option pricing models with stochastic volatility and stochastic interest rates

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@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",

}