Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
Year of publication: |
[2001]
|
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Authors: | Jiang, George J. |
Other Persons: | van der Sluis, Pieter Jelle (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.275813 [DOI] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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