Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351): Difference between revisions

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+The Monge-Ampère equation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup>
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+Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE
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+Publication:1773351