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Option Pricing under Stochastic Interest Rates: An Empirical Investigation

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References

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1997

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Comparative study of estimation methods for continuous time stochastic processes

77 cited

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2013Pricing stock options with stochastic interest rate33 cited
2019Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate32 cited
2013The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate29 cited