Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

ISSN： 1382-6662

Source： European Finance Review, Vol.3, Iss.3, 1999-01, pp. : 273-310

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Comment on `Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates'

By Christensen B.J.

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 311-317

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic volatility and option pricing

By Gkamas D.

Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. : 292-297

Routledge Ltd

Access to resources Recommend Favorite

Option pricing for some stochastic volatility models

By Thavaneswaran A. Singh J. Appadoo S.S.

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 7, Iss. 4, 2006-08 ,pp. : 425-445

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility

By van Haastrecht Alexander Pelsser Antoon

Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. : 665-691

Routledge Ltd

Access to resources Recommend Favorite

Option pricing under hybrid stochastic and local volatility

By CHOI SUN-YONG

Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. : 1157-1165

Routledge Ltd

Access to resources Recommend Favorite