scientific article; zbMATH DE number 1145361
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Publication:4384658
zbMATH Open0903.90010MaRDI QIDQ4384658
Publication date: 4 August 1998
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Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
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Unnamed Item ⋮ Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility ⋮ Unnamed Item
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