Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
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- dc.contributor.author Sáez i Zafra, Marcca
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
- dc.date.issued 1995-08-01ca
- dc.date.modified 2016-09-29T02:50:07Zca
- dc.format.mimetype application/pdfca
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=129ca
- dc.identifier.citation Applied Financial Economics, 7, 4, (1997), pp. 379-394ca
- dc.identifier.uri http://hdl.handle.net/10230/20801ca
- dc.language.iso engca
- dc.relation.ispartofseries Economics and Business Working Papers Series; 129ca
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsca
- dc.rights.accessRights info:eu-repo/semantics/openAccessca
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
- dc.subject.keyword Finance and Accountingca
- dc.title Option pricing under stochastic volatility and stochastic interest rate in the Spanish caseca
- dc.type info:eu-repo/semantics/workingPaperca