Complete–market models of stochastic volatility
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Publication:3043424
DOI10.1098/rspa.2003.1233zbMath1086.91026OpenAlexW2168505813MaRDI QIDQ3043424
Publication date: 6 August 2004
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10044/1/79
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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