Contingent claims and market completeness in a stochastic volatility model. (Q2707187)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent claims and market completeness in a stochastic volatility model. |
scientific article |
Statements
29 March 2001
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incomplete market
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partial differential equations
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maximum principle
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Contingent claims and market completeness in a stochastic volatility model. (English)
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