| Original language | Dutch |
|---|---|
| Pages (from-to) | 273 - 310 |
| Number of pages | 38 |
| Journal | European Finance Review |
| Volume | 3 |
| Publication status | Published - 2000 |
Pricing of stock index options under stochastic volatility and stochastic interest rate with efficient method of moments estimation
G. Jiang, P.J. van der Sluis
Research output: Contribution to journal › Article › Academic › peer-review