Pricing Stock Options Under Stochastic Volatility and Interest Rates With Efficient Method of Moments Estimation

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

Research output: Book/ReportReportProfessional

Original languageEnglish
Place of PublicationGroningen
PublisherGroningen University
Number of pages48
Publication statusPublished - 1999

Publication series

NameSOM Reports
No.99b31

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