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

Cite this

van der Sluis, P. J., & Jiang, G. J. (1999). Pricing Stock Options Under Stochastic Volatility and Interest Rates With Efficient Method of Moments Estimation. (SOM Reports; No. 99b31). Groningen University.