Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates
Author:
Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4939-9429-8_23
Reference50 articles.
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3. Andersen, T., & Lund, J. (1997). Estimating continuous time stochastic volatility models of the short term interest rate. Journal of Econometrics, 77, 343–377.
4. Bailey, W., & Stulz, R. (1989). The pricing of stock index options in a general equilibrium model. Journal of Financial and Quantitative Analysis, 24, 1–12.
5. Bakshi, G., Cao, C., & Chen, Z. (1997). Empirical performance of alternative option pricing models. Journal of Finance, 52, 2003–2049.
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