Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
Year of publication: |
2000
|
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Authors: | Jiang, G.J. ; van der Sluis, P.J. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Stochastic Volatility | Efficient Method of Moments (EMM) | Reprojection | Option Pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2000-36 |
Classification: | C10 - Econometric and Statistical Methods: General. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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