Pieter J. van der Sluis
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Person:3368209
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates Review of Finance | 2002-02-10 | Paper |
Research outcomes over time
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