Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (Q4526196)
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scientific article; zbMATH DE number 1553365
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| English | Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates |
scientific article; zbMATH DE number 1553365 |
Statements
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates (English)
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10 February 2002
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option pricing
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stochastic volatility
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efficient method of moments
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0.8059738278388977
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0.8059738278388977
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0.7593691945075989
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0.7582361102104187
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0.7576578855514526
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