Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915): Difference between revisions

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+Hopscotch
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+THE GARCH OPTION PRICING MODEL
@@ Property / cites work: THE GARCH OPTION PRICING MODEL / rank @@
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@@ Property / cites work @@
+ARCH models as diffusion approximations
@@ Property / cites work: ARCH models as diffusion approximations / rank @@
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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@@ Property / cites work @@
+Q4221325
@@ Property / cites work: Q4221325 / rank @@
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@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
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@@ Property / cites work @@
+Option Pricing Under Incompleteness and Stochastic Volatility
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@@ Property / cites work @@
+Hopscotch: a Fast Second-order Partial Differential Equation Solver
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+https://doi.org/10.1016/s0895-7177(03)90143-9
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+W1974327042
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+Publication:596915