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/Report › Report

Name	SOM Reports
No.	99b31

Cite this

@book{590e47f417784383902560f69515f1c6,

title = "Pricing Stock Options Under Stochastic Volatility and Interest Rates With Efficient Method of Moments Estimation",

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

note = "Pagination: 48",

year = "1999",

language = "English",

series = "SOM Reports",

publisher = "Groningen University",

number = "99b31",

}

TY - BOOK

T1 - Pricing Stock Options Under Stochastic Volatility and Interest Rates With Efficient Method of Moments Estimation

AU - van der Sluis, P.J.

AU - Jiang, G.J.

N1 - Pagination: 48

PY - 1999

Y1 - 1999

M3 - Report

T3 - SOM Reports

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

PB - Groningen University

CY - Groningen

ER -